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 | 0.90% | 100.90 % | 101.70 % | 500'000 | 500'000 | 454'641 | 454'641 | 458'376 CHF | 462'070 CHF | 98.58% | 98.58% |
19.11.2024 | 0.80% | 100.80 % | 101.60 % | 500'000 | 500'000 | 494'403 | 494'403 | 497'378 CHF | 501'361 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.50 % | 101.30 % | 500'000 | 500'000 | 492'458 | 492'458 | 495'546 CHF | 499'523 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.80 % | 101.60 % | 500'000 | 500'000 | 492'167 | 492'167 | 496'830 CHF | 500'805 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'230 CHF | 511'230 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'828 CHF | 510'828 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'826 CHF | 509'826 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'438 CHF | 511'438 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'846 CHF | 509'846 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'431 CHF | 509'431 CHF | 99.23% | 99.23% |