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% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'482 CHF | 503'982 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'592 CHF | 498'092 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'599 CHF | 501'099 CHF | 98.90% | 98.90% |
15.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'073 CHF | 502'573 CHF | 99.35% | 99.35% |
14.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'636 CHF | 500'136 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.65 % | 99.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'039 CHF | 495'539 CHF | 65.05% | 65.05% |
12.11.2024 | 0.50% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'298 CHF | 498'798 CHF | 99.15% | 99.15% |
11.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'791 CHF | 499'291 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'690 CHF | 498'190 CHF | 99.38% | 99.38% |
07.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'445 CHF | 499'945 CHF | 98.56% | 98.56% |