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% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'342 CHF | 502'842 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'025 CHF | 502'525 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'007 CHF | 502'507 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'499 CHF | 502'999 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'352 CHF | 502'852 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'344 CHF | 502'844 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'024 CHF | 503'524 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'054 CHF | 503'554 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'869 CHF | 503'369 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'155 CHF | 503'655 CHF | 99.23% | 99.23% |