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% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'794 CHF | 497'294 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'122 CHF | 494'622 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'720 CHF | 497'220 CHF | 99.20% | 99.20% |
15.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'019 CHF | 499'519 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'854 CHF | 500'354 CHF | 99.13% | 99.13% |
13.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'441 CHF | 498'941 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'256 CHF | 500'756 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'308 CHF | 501'808 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'244 CHF | 499'744 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'135 CHF | 500'635 CHF | 99.06% | 99.06% |