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% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'435 CHF | 499'935 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'818 CHF | 496'318 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'656 CHF | 498'156 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'490 CHF | 498'990 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'058 CHF | 497'558 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'535 CHF | 494'035 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 98.25 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'775 CHF | 496'275 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'387 CHF | 496'887 CHF | 99.37% | 99.37% |
08.11.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'449 CHF | 495'949 CHF | 99.38% | 99.38% |
07.11.2024 | 0.50% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'713 CHF | 497'213 CHF | 98.56% | 98.56% |