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 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'016 CHF | 500'516 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 98.60 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'579 CHF | 496'079 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'363 CHF | 498'863 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'295 CHF | 498'795 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'014 CHF | 498'514 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 98.40 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'494 CHF | 492'994 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 98.20 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'526 CHF | 496'026 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'827 CHF | 496'327 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 98.80 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'081 CHF | 495'581 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'839 CHF | 497'339 CHF | 99.23% | 99.23% |