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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'801 CHF | 502'301 CHF | 99.06% | 99.06% |
25.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'239 CHF | 504'739 CHF | 99.17% | 99.17% |
22.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'735 CHF | 503'235 CHF | 99.17% | 99.17% |
20.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'439 CHF | 502'939 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'675 CHF | 502'175 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'230 CHF | 503'730 CHF | 99.19% | 99.19% |
15.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'297 CHF | 503'797 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'166 CHF | 502'666 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'464 CHF | 501'964 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'812 CHF | 501'312 CHF | 99.17% | 99.17% |