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% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'487 CHF | 497'987 CHF | 99.17% | 99.17% |
19.11.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'250 CHF | 493'750 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'933 CHF | 497'433 CHF | 99.19% | 99.19% |
15.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'910 CHF | 499'410 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'515 CHF | 498'015 CHF | 99.16% | 99.16% |
13.11.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'521 CHF | 492'021 CHF | 99.17% | 99.17% |
12.11.2024 | 0.51% | 98.15 % | 98.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'170 CHF | 494'670 CHF | 99.17% | 99.17% |
11.11.2024 | 0.51% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'435 CHF | 495'935 CHF | 99.17% | 99.17% |
08.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'479 CHF | 491'979 CHF | 99.17% | 99.17% |
07.11.2024 | 0.51% | 98.00 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'267 CHF | 493'767 CHF | 99.08% | 99.08% |