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% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'889 CHF | 505'889 CHF | 97.95% | 97.95% |
19.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'073 CHF | 506'073 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'080 CHF | 506'080 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'456 CHF | 505'456 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'960 CHF | 505'960 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'793 CHF | 503'793 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'543 CHF | 504'543 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'075 CHF | 506'075 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'010 CHF | 506'010 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'886 CHF | 506'886 CHF | 99.24% | 99.24% |