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 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'605 CHF | 500'154 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'376 CHF | 498'926 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'578 CHF | 501'128 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'886 CHF | 503'435 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'004 CHF | 501'554 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'492 CHF | 500'042 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'134 CHF | 502'684 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'970 CHF | 506'520 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'594 CHF | 502'144 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'412 CHF | 500'962 CHF | 99.76% | 99.76% |