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 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 508'000 CHF | 98.59% | 98.59% |
19.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 497'264 | 500'000 | 501'315 CHF | 508'076 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'996 CHF | 508'996 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 508'500 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'993 CHF | 507'993 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 508'500 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 509'000 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 509'500 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'593 CHF | 508'593 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 509'000 CHF | 99.76% | 99.76% |