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 | 499'133 CHF | 501'633 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'132 CHF | 495'632 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'757 CHF | 497'257 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'543 CHF | 498'043 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'658 CHF | 499'158 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'673 CHF | 496'173 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'672 CHF | 498'172 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'283 CHF | 499'783 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'282 CHF | 499'782 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'836 CHF | 500'336 CHF | 98.56% | 98.56% |