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% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'488 CHF | 500'988 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'694 CHF | 500'194 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'771 CHF | 501'271 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'788 CHF | 502'288 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'810 CHF | 501'310 CHF | 99.10% | 99.10% |
13.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'273 CHF | 501'773 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'558 CHF | 501'058 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'606 CHF | 503'106 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'896 CHF | 501'396 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'266 CHF | 501'766 CHF | 99.23% | 99.23% |