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% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'078 CHF | 502'578 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'822 CHF | 500'322 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'852 CHF | 501'352 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'780 CHF | 498'280 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'552 CHF | 498'052 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'815 CHF | 500'315 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 98.85 % | 99.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'600 CHF | 499'100 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'981 CHF | 502'481 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'234 CHF | 501'734 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'946 CHF | 503'446 CHF | 98.79% | 98.79% |