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 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'410 CHF | 498'910 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 99.10 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'633 CHF | 497'133 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 99.20 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'894 CHF | 497'394 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 99.30 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'322 CHF | 498'822 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 99.60 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'642 CHF | 498'142 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 98.70 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'240 CHF | 495'740 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'382 CHF | 499'882 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'579 CHF | 501'079 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 99.40 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'981 CHF | 498'481 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 99.50 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'842 CHF | 499'342 CHF | 100.00% | 100.00% |