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 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'544 CHF | 506'044 CHF | 99.08% | 99.08% |
19.11.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'743 CHF | 506'243 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'849 CHF | 506'349 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'836 CHF | 506'336 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'235 CHF | 505'735 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'840 CHF | 506'340 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'011 CHF | 506'511 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'026 CHF | 506'526 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'037 CHF | 506'537 CHF | 99.34% | 99.34% |
07.11.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'377 CHF | 506'877 CHF | 98.80% | 98.80% |