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 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'594 CHF | 506'594 CHF | 99.37% | 99.37% |
19.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'234 CHF | 506'234 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 506'000 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'657 CHF | 506'657 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'119 CHF | 507'119 CHF | 99.10% | 99.10% |
13.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'996 CHF | 506'996 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 507'000 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'176 CHF | 507'176 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'703 CHF | 506'703 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'810 CHF | 506'810 CHF | 99.24% | 99.24% |