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% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'002 CHF | 505'502 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'713 CHF | 505'213 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'533 CHF | 506'033 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'107 CHF | 506'607 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'231 CHF | 507'731 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'181 CHF | 507'681 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'241 CHF | 507'741 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 508'000 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'797 CHF | 508'297 CHF | 99.25% | 99.25% |
07.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'931 CHF | 508'431 CHF | 98.79% | 98.79% |