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 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'866 CHF | 509'866 CHF | 99.37% | 99.37% |
19.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'875 CHF | 506'875 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'018 CHF | 508'018 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'443 CHF | 508'443 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'766 CHF | 509'766 CHF | 99.10% | 99.10% |
13.11.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'743 CHF | 510'743 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'244 CHF | 512'244 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'037 CHF | 507'037 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'860 CHF | 504'860 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'340 CHF | 507'340 CHF | 99.23% | 99.23% |