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% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'567 CHF | 499'067 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'553 CHF | 499'053 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'503 CHF | 499'003 CHF | 98.95% | 98.95% |
15.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'513 CHF | 498'013 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'928 CHF | 498'428 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'769 CHF | 498'269 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'406 CHF | 499'906 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'718 CHF | 500'218 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'712 CHF | 499'212 CHF | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'406 CHF | 498'906 CHF | 98.56% | 98.56% |