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% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'242 CHF | 500'742 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 499'989 | 495'945 CHF | 498'433 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'207 CHF | 500'707 CHF | 99.38% | 99.38% |
15.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'100 CHF | 498'600 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'823 CHF | 497'323 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'965 CHF | 497'465 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'110 CHF | 498'610 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'658 CHF | 500'158 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'960 CHF | 498'460 CHF | 99.36% | 99.36% |
07.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'544 CHF | 499'044 CHF | 63.05% | 63.05% |