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 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 501'500 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 501'500 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 501'500 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 501'500 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 499'500 | 499'500 | 499'999 CHF | 500'999 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 100.20 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'553 CHF | 501'553 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 501'500 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 100.20 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'993 CHF | 501'993 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'547 CHF | 501'547 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 100.20 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 502'000 CHF | 100.00% | 100.00% |