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% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'408 CHF | 499'908 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'557 CHF | 501'057 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'592 CHF | 497'092 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'858 CHF | 497'358 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'511 CHF | 497'011 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 99.00 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'388 CHF | 495'888 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'336 CHF | 497'836 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'881 CHF | 496'381 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'740 CHF | 493'240 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'465 CHF | 491'965 CHF | 100.00% | 100.00% |