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 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'054 CHF | 502'602 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'412 CHF | 497'962 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'311 CHF | 500'861 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'191 CHF | 500'739 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'334 CHF | 499'884 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'286 CHF | 494'836 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'596 CHF | 498'096 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.50 % | 99.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'720 CHF | 498'270 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.20 % | 99.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'960 CHF | 497'510 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'804 CHF | 499'354 CHF | 99.24% | 99.24% |