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 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'642 CHF | 503'642 CHF | 97.95% | 97.95% |
19.11.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'678 CHF | 504'678 CHF | 99.81% | 99.81% |
18.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'317 CHF | 506'317 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'776 CHF | 505'776 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'197 CHF | 505'197 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'541 CHF | 505'541 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'455 CHF | 506'455 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'720 CHF | 511'720 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'170 CHF | 508'170 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'066 CHF | 513'066 CHF | 99.24% | 99.24% |