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 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'394 CHF | 514'394 CHF | 98.59% | 98.59% |
19.11.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'049 CHF | 512'049 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 510'000 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 498'373 | 504'683 CHF | 507'028 CHF | 97.21% | 97.21% |
14.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'067 CHF | 508'067 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'339 CHF | 508'339 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'755 CHF | 508'755 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'053 CHF | 510'053 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'573 CHF | 508'573 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'643 CHF | 509'643 CHF | 100.00% | 100.00% |