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% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'566 CHF | 506'066 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'856 CHF | 505'356 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'484 CHF | 505'984 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'523 CHF | 507'023 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'247 CHF | 508'747 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'192 CHF | 507'692 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'925 CHF | 508'425 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'497 CHF | 509'997 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'717 CHF | 509'217 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'670 CHF | 510'170 CHF | 99.23% | 99.23% |