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% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'121 CHF | 501'621 CHF | 99.38% | 99.38% |
19.11.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'876 CHF | 492'376 CHF | 99.38% | 99.38% |
18.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'907 CHF | 494'407 CHF | 98.94% | 98.94% |
15.11.2024 | 0.51% | 98.50 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'407 CHF | 495'907 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'061 CHF | 497'561 CHF | 99.38% | 99.38% |
13.11.2024 | 0.51% | 98.35 % | 98.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'854 CHF | 493'354 CHF | 65.04% | 65.04% |
12.11.2024 | 0.51% | 98.05 % | 98.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'554 CHF | 496'054 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'003 CHF | 498'503 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'286 CHF | 498'786 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'200 CHF | 499'700 CHF | 98.56% | 98.56% |