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% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'037 CHF | 504'537 CHF | 99.08% | 99.08% |
19.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'655 CHF | 505'155 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'722 CHF | 507'222 CHF | 99.38% | 99.38% |
15.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'873 CHF | 502'373 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'882 CHF | 504'382 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'057 CHF | 501'557 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'447 CHF | 501'947 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'007 CHF | 502'507 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'487 CHF | 499'987 CHF | 99.34% | 99.34% |
07.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'702 CHF | 502'202 CHF | 98.77% | 98.77% |