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 | 510'134 CHF | 514'134 CHF | 97.95% | 97.95% |
19.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'559 CHF | 513'559 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'210 CHF | 514'210 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'188 CHF | 514'188 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'181 CHF | 514'181 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'319 CHF | 513'319 CHF | 99.83% | 99.83% |
12.11.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'493 CHF | 514'493 CHF | 100.00% | 100.00% |
11.11.2024 | 0.97% | 102.10 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'540 CHF | 515'540 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'704 CHF | 514'704 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'520 CHF | 514'520 CHF | 99.23% | 99.23% |