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 | 0.99% | 100.80 % | 101.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 504'000 CHF | 101'800 CHF | 99.37% | 99.37% |
19.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 504'000 CHF | 101'800 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 100'000 | 500'000 | 100'000 | 504'500 CHF | 101'700 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'500 CHF | 508'500 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 508'500 CHF | 99.10% | 99.10% |
13.11.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'761 CHF | 506'761 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'962 CHF | 506'962 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'882 CHF | 505'882 CHF | 100.00% | 100.00% |
08.11.2024 | 1.03% | 101.60 % | 102.60 % | 500'000 | 500'000 | 487'171 | 487'171 | 494'722 CHF | 499'722 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'239 CHF | 506'239 CHF | 99.23% | 99.23% |