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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'458 CHF | 505'958 CHF | 99.17% | 99.17% |
20.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'377 CHF | 505'877 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'387 CHF | 505'887 CHF | 96.92% | 96.92% |
18.11.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'298 CHF | 504'798 CHF | 99.19% | 99.19% |
15.11.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'676 CHF | 505'176 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'682 CHF | 505'182 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'584 CHF | 505'084 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'266 CHF | 505'766 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'471 CHF | 505'971 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'297 CHF | 505'797 CHF | 99.17% | 99.17% |