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 | 502'875 CHF | 504'424 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'258 CHF | 503'808 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'500 CHF | 504'050 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'000 CHF | 503'549 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'101 CHF | 503'651 CHF | 99.10% | 99.10% |
13.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'379 CHF | 503'879 CHF | 99.80% | 99.80% |
12.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'941 CHF | 504'441 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'562 CHF | 505'062 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'987 CHF | 504'487 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'913 CHF | 504'413 CHF | 99.24% | 99.24% |