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 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'597 CHF | 499'097 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'661 CHF | 496'161 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'477 CHF | 497'977 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'945 CHF | 497'445 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'990 CHF | 497'490 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'957 CHF | 496'457 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'192 CHF | 499'692 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'166 CHF | 500'666 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'866 CHF | 498'366 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'091 CHF | 501'591 CHF | 98.80% | 98.80% |