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 | 498'385 CHF | 500'885 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'330 CHF | 500'830 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'125 CHF | 500'625 CHF | 98.93% | 98.93% |
15.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'736 CHF | 499'236 CHF | 99.35% | 99.35% |
14.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'340 CHF | 499'840 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'050 CHF | 499'550 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'416 CHF | 501'916 CHF | 99.14% | 99.14% |
11.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'234 CHF | 502'734 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'450 CHF | 500'950 CHF | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'267 CHF | 500'767 CHF | 98.56% | 98.56% |