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 | 100'000 | 500'000 | 100'000 | 504'132 CHF | 101'626 CHF | 97.94% | 97.94% |
19.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 100'000 | 500'000 | 100'000 | 502'213 CHF | 101'243 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'199 CHF | 102'040 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 100'000 | 500'000 | 100'000 | 506'120 CHF | 102'024 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 100'000 | 500'000 | 100'000 | 503'673 CHF | 101'535 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.40 % | 101.20 % | 500'000 | 100'000 | 500'000 | 100'000 | 500'891 CHF | 100'978 CHF | 99.86% | 99.86% |
12.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 100'000 | 500'000 | 100'000 | 497'352 CHF | 100'270 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 100'000 | 500'000 | 100'000 | 502'856 CHF | 101'371 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'658 CHF | 500'658 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'261 CHF | 508'261 CHF | 99.04% | 99.04% |