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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'228 CHF | 505'228 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 498'283 | 499'003 CHF | 501'274 CHF | 97.94% | 97.94% |
19.11.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'178 CHF | 500'178 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'910 CHF | 503'910 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'743 CHF | 503'743 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'727 CHF | 503'727 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'607 CHF | 502'607 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'133 CHF | 503'133 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'432 CHF | 505'432 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'467 CHF | 503'467 CHF | 100.00% | 100.00% |