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% | 98.76 % | 99.26 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'486 CHF | 49'736 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 98.71 % | 99.21 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'391 CHF | 49'641 CHF | 89.37% | 89.37% |
18.11.2024 | 0.50% | 99.54 % | 100.04 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'688 CHF | 49'938 CHF | 99.68% | 99.68% |
15.11.2024 | 0.50% | 99.09 % | 99.59 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'700 CHF | 49'950 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.95 % | 100.45 % | 50'000 | 50'000 | 50'000 | 50'000 | 49'882 CHF | 50'132 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 99.71 % | 100.21 % | 50'000 | 50'000 | 50'000 | 49'991 | 49'699 CHF | 49'939 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.43 % | 99.93 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'005 CHF | 50'255 CHF | 98.74% | 98.74% |
11.11.2024 | 0.50% | 100.42 % | 100.92 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'257 CHF | 50'507 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.22 % | 100.72 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'129 CHF | 50'379 CHF | 99.83% | 99.83% |
07.11.2024 | 0.50% | 100.33 % | 100.83 % | 50'000 | 50'000 | 50'000 | 50'000 | 50'221 CHF | 50'471 CHF | 100.00% | 100.00% |