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 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'367 CHF | 506'867 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'609 CHF | 505'109 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'204 CHF | 505'704 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'899 CHF | 505'399 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'399 CHF | 505'899 CHF | 99.10% | 99.10% |
13.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'166 CHF | 504'666 CHF | 99.80% | 99.80% |
12.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'630 CHF | 506'130 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'933 CHF | 507'433 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'481 CHF | 504'981 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'361 CHF | 507'861 CHF | 99.23% | 99.23% |