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% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'357 CHF | 503'857 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'219 CHF | 500'719 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'932 CHF | 501'432 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'429 CHF | 501'929 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'737 CHF | 502'237 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'578 CHF | 502'078 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.65 % | 100.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'455 CHF | 501'955 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'886 CHF | 504'386 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'057 CHF | 503'557 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'252 CHF | 503'752 CHF | 98.77% | 98.77% |