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 | 0.80% | 101.20 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'672 CHF | 510'721 CHF | 97.95% | 97.95% |
19.11.2024 | 0.80% | 101.20 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'797 CHF | 509'847 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.70 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'089 CHF | 507'139 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.20 % | 101.01 % | 500'000 | 500'000 | 500'000 | 492'489 | 501'299 CHF | 497'753 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.70 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'742 CHF | 506'792 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 100.00 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'784 CHF | 503'834 CHF | 99.86% | 99.86% |
12.11.2024 | 0.81% | 99.90 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'558 CHF | 504'608 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.70 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'515 CHF | 507'565 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.50 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'720 CHF | 506'770 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.60 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'805 CHF | 507'855 CHF | 99.23% | 99.23% |