Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.30% | 98.00 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'717 CHF | 494'217 CHF | 99.37% | 99.37% |
19.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'068 CHF | 491'568 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'186 CHF | 492'686 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 98.70 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'088 CHF | 496'588 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'407 CHF | 497'907 CHF | 99.10% | 99.10% |
13.11.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'357 CHF | 495'857 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'522 CHF | 500'022 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'099 CHF | 499'599 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 98.70 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'524 CHF | 497'024 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'331 CHF | 497'831 CHF | 99.23% | 99.23% |