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% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'515 CHF | 502'015 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'112 CHF | 501'612 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 499'978 | 500'000 | 499'629 CHF | 502'150 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'654 CHF | 502'154 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'854 CHF | 502'354 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'059 CHF | 502'559 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'821 CHF | 502'321 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'957 CHF | 502'457 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'796 CHF | 502'296 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 499'988 | 500'000 | 500'114 CHF | 502'627 CHF | 98.57% | 98.57% |