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% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'522 CHF | 501'022 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'295 CHF | 499'795 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'655 CHF | 497'155 CHF | 99.19% | 99.19% |
15.11.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'631 CHF | 498'131 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'263 CHF | 496'763 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'081 CHF | 494'581 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'269 CHF | 497'769 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'385 CHF | 501'885 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'294 CHF | 500'794 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'639 CHF | 501'139 CHF | 99.09% | 99.09% |