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% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'150 CHF | 498'650 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'229 CHF | 497'729 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'782 CHF | 498'282 CHF | 99.37% | 99.37% |
15.11.2024 | 0.51% | 98.80 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'408 CHF | 495'908 CHF | 99.38% | 99.38% |
14.11.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'250 CHF | 493'750 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'334 CHF | 491'834 CHF | 99.38% | 99.38% |
12.11.2024 | 0.51% | 97.95 % | 98.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'765 CHF | 494'265 CHF | 99.38% | 99.38% |
11.11.2024 | 0.51% | 98.60 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'381 CHF | 495'881 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'051 CHF | 497'551 CHF | 99.34% | 99.34% |
07.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'564 CHF | 497'064 CHF | 98.77% | 98.77% |