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 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'167 CHF | 503'667 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'874 CHF | 503'374 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'625 CHF | 504'125 CHF | 98.95% | 98.95% |
15.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'010 CHF | 504'510 CHF | 99.37% | 99.37% |
14.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'839 CHF | 505'339 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'239 CHF | 505'739 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'242 CHF | 505'742 CHF | 99.15% | 99.15% |
11.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'496 CHF | 505'996 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'051 CHF | 505'551 CHF | 99.38% | 99.38% |
07.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'237 CHF | 505'737 CHF | 98.56% | 98.56% |