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 | 501'524 CHF | 504'024 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'496 CHF | 504'996 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'540 CHF | 505'040 CHF | 99.21% | 99.21% |
15.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'056 CHF | 503'556 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'225 CHF | 503'725 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'832 CHF | 501'332 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'614 CHF | 502'114 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'550 CHF | 506'050 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'145 CHF | 506'645 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'400 CHF | 505'900 CHF | 98.43% | 98.43% |