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% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'012 CHF | 501'561 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'976 CHF | 501'526 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'754 CHF | 501'304 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'997 CHF | 501'546 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'500 CHF | 502'050 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'349 CHF | 501'899 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'506 CHF | 502'056 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'000 CHF | 502'550 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'667 CHF | 502'217 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'851 CHF | 502'401 CHF | 99.23% | 99.23% |