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 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'550 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'807 CHF | 503'357 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'046 CHF | 503'596 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'174 CHF | 503'722 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'550 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'550 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'489 CHF | 505'039 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'050 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 505'050 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'346 CHF | 504'896 CHF | 99.24% | 99.24% |