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 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'073 CHF | 503'573 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'723 CHF | 503'223 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'376 CHF | 503'876 CHF | 99.22% | 99.22% |
15.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'173 CHF | 503'673 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'714 CHF | 503'214 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'928 CHF | 502'428 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'289 CHF | 502'789 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'364 CHF | 504'864 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'268 CHF | 503'768 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'722 CHF | 503'222 CHF | 99.08% | 99.08% |