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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'336 CHF | 499'836 CHF | 99.22% | 99.22% |
27.11.2024 | 0.50% | 99.15 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'685 CHF | 501'185 CHF | 99.17% | 99.17% |
26.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'547 CHF | 501'047 CHF | 99.06% | 99.06% |
25.11.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'516 CHF | 501'016 CHF | 99.17% | 99.17% |
22.11.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'992 CHF | 500'492 CHF | 99.17% | 99.17% |
20.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'391 CHF | 499'891 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'407 CHF | 498'907 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 99.35 % | 99.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'552 CHF | 499'052 CHF | 99.22% | 99.22% |
15.11.2024 | 0.50% | 99.05 % | 99.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'400 CHF | 499'900 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'662 CHF | 502'162 CHF | 99.16% | 99.16% |