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 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'466 CHF | 507'966 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'318 CHF | 505'818 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'180 CHF | 507'680 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'210 CHF | 508'710 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'975 CHF | 508'475 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'121 CHF | 504'621 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'167 CHF | 505'667 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'695 CHF | 506'195 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'156 CHF | 504'656 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'017 CHF | 505'517 CHF | 99.24% | 99.24% |