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% | 98.55 % | 99.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'166 CHF | 497'666 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'062 CHF | 496'562 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'622 CHF | 497'122 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'659 CHF | 499'159 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'859 CHF | 499'359 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'420 CHF | 497'920 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 98.95 % | 99.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'811 CHF | 500'311 CHF | 93.41% | 93.41% |