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% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'897 CHF | 501'397 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'814 CHF | 500'314 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'112 CHF | 500'612 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'971 CHF | 501'471 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'330 CHF | 499'830 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'007 CHF | 498'507 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'048 CHF | 498'548 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'479 CHF | 500'979 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'925 CHF | 498'425 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'174 CHF | 500'674 CHF | 63.05% | 63.05% |