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 | 500'000 | 504'554 CHF | 508'554 CHF | 97.95% | 97.95% |
19.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'043 CHF | 509'043 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'237 CHF | 509'237 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 499'993 | 504'017 CHF | 508'010 CHF | 97.21% | 97.21% |
14.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'284 CHF | 507'284 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'805 CHF | 507'805 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'512 CHF | 507'512 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'149 CHF | 508'149 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'661 CHF | 506'661 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'937 CHF | 507'937 CHF | 99.23% | 99.23% |