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% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'031 CHF | 506'031 CHF | 98.58% | 98.58% |
19.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'481 CHF | 505'481 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'688 CHF | 505'688 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'959 CHF | 505'959 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'439 CHF | 505'439 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'554 CHF | 502'554 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'804 CHF | 505'804 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'530 CHF | 505'530 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'976 CHF | 503'976 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'754 CHF | 505'754 CHF | 99.24% | 99.24% |