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% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 CHF | 513'000 CHF | 97.95% | 97.95% |
19.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 CHF | 513'000 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 CHF | 513'000 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 CHF | 513'000 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'540 CHF | 512'540 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 CHF | 513'000 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'500 CHF | 512'500 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'500 CHF | 512'500 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'500 CHF | 512'500 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'500 CHF | 512'500 CHF | 99.23% | 99.23% |