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 | 500'000 | 500'000 | 499'854 | 504'106 CHF | 507'958 CHF | 98.58% | 98.58% |
19.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'723 CHF | 507'723 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'292 CHF | 507'292 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'281 CHF | 506'281 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'694 CHF | 506'694 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'664 CHF | 505'664 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'751 CHF | 506'751 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'872 CHF | 507'872 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'467 CHF | 506'467 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'558 CHF | 506'558 CHF | 99.76% | 99.76% |