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% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'793 CHF | 500'293 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'261 CHF | 502'761 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'625 CHF | 506'125 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'406 CHF | 506'906 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'550 CHF | 512'050 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'099 CHF | 513'599 CHF | 99.10% | 99.10% |
12.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'412 CHF | 514'912 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'605 CHF | 515'105 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'232 CHF | 513'732 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'550 CHF | 514'050 CHF | 98.79% | 98.79% |