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 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'669 CHF | 502'169 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'071 CHF | 501'571 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'848 CHF | 506'348 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'662 CHF | 507'162 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'465 CHF | 506'965 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'619 CHF | 505'119 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'576 CHF | 505'076 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'450 CHF | 512'950 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'440 CHF | 509'940 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 102.50 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'191 CHF | 514'691 CHF | 99.23% | 99.23% |