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% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'964 CHF | 505'964 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'256 CHF | 506'256 CHF | 100.00% | 100.00% |
18.11.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'948 CHF | 505'948 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'902 CHF | 504'902 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'116 CHF | 505'116 CHF | 99.10% | 99.10% |
13.11.2024 | 2.65% | 100.00 % | 101.00 % | 500'000 | 500'000 | 249'735 | 249'735 | 249'949 CHF | 255'299 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 100.20 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 506'000 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 506'000 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'497 CHF | 505'497 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 100.10 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'757 CHF | 505'757 CHF | 99.24% | 99.24% |