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% | 100.20 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'000 CHF | 100'500 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'000 CHF | 100'500 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 100'000 | 500'000 | 100'000 | 501'000 CHF | 100'500 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'203 CHF | 502'703 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'960 CHF | 502'460 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'479 CHF | 501'979 CHF | 99.27% | 99.27% |
12.11.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'501 CHF | 502'001 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'202 CHF | 502'702 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'051 CHF | 502'551 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'171 CHF | 502'671 CHF | 99.23% | 99.23% |