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% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'085 CHF | 501'585 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'019 CHF | 501'519 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'201 CHF | 501'701 CHF | 99.38% | 99.38% |
15.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'996 CHF | 501'496 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'841 CHF | 501'341 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'784 CHF | 501'284 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'834 CHF | 501'334 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'042 CHF | 501'542 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'900 CHF | 501'400 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'036 CHF | 501'536 CHF | 98.77% | 98.77% |