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% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 486'641 | 501'175 CHF | 491'669 CHF | 97.95% | 97.95% |
19.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'240 CHF | 503'240 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'185 CHF | 507'185 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'634 CHF | 506'634 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'656 CHF | 507'656 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'528 CHF | 504'528 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'189 CHF | 504'189 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'074 CHF | 507'074 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'270 CHF | 504'270 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'132 CHF | 506'132 CHF | 99.23% | 99.23% |