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 | 0.20% | 99.50 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'396 CHF | 501'396 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 99.90 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'744 CHF | 497'744 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 98.70 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'057 CHF | 495'057 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 98.90 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'207 CHF | 496'207 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 99.30 % | 99.50 % | 500'000 | 500'000 | 499'034 | 499'034 | 494'541 CHF | 495'541 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 99.10 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'436 CHF | 496'436 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 99.20 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'219 CHF | 499'219 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'779 CHF | 501'779 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 99.60 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'157 CHF | 500'157 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'598 CHF | 501'598 CHF | 96.21% | 96.21% |