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% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'684 CHF | 506'184 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'617 CHF | 506'117 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'720 CHF | 506'220 CHF | 99.22% | 99.22% |
15.11.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'849 CHF | 506'349 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'951 CHF | 506'451 CHF | 99.16% | 99.16% |
13.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'093 CHF | 506'593 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'168 CHF | 506'668 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'482 CHF | 506'982 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'335 CHF | 506'835 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'183 CHF | 506'683 CHF | 99.08% | 99.08% |