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% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'893 CHF | 503'442 CHF | 99.37% | 99.37% |
19.11.2024 | 0.32% | 100.40 % | 100.71 % | 500'000 | 500'000 | 492'406 | 492'406 | 494'250 CHF | 495'814 CHF | 97.36% | 97.36% |
18.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'182 CHF | 502'732 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'474 CHF | 503'022 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'512 CHF | 503'062 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'130 CHF | 502'680 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'550 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'289 CHF | 503'839 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'555 CHF | 503'105 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'964 CHF | 503'514 CHF | 99.23% | 99.23% |