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 | 0.30% | 100.30 % | 100.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'500 CHF | 100'600 CHF | 99.40% | 99.40% |
19.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'500 CHF | 100'600 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'500 CHF | 100'800 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'500 CHF | 96.58% | 96.58% |
14.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'500 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'000 CHF | 95.94% | 95.94% |
12.11.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'000 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'000 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 505'000 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'500 CHF | 100.00% | 100.00% |