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% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'667 CHF | 498'167 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'699 CHF | 498'199 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'305 CHF | 496'805 CHF | 99.37% | 99.37% |
15.11.2024 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'018 CHF | 494'518 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'725 CHF | 495'225 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'188 CHF | 494'688 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'596 CHF | 499'096 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'440 CHF | 502'940 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'419 CHF | 502'919 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'449 CHF | 503'949 CHF | 98.79% | 98.79% |