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 | 0.99% | 100.00 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'178 CHF | 506'178 CHF | 97.95% | 97.95% |
19.11.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'788 CHF | 506'788 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'738 CHF | 505'738 CHF | 99.93% | 99.93% |
15.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'704 CHF | 503'704 CHF | 99.38% | 99.38% |
14.11.2024 | 1.00% | 99.70 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'723 CHF | 502'723 CHF | 99.92% | 99.92% |
13.11.2024 | 1.01% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'093 CHF | 498'093 CHF | 99.61% | 99.61% |
12.11.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'388 CHF | 502'388 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'118 CHF | 506'118 CHF | 98.69% | 98.69% |
08.11.2024 | 0.99% | 100.30 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'508 CHF | 506'508 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'822 CHF | 509'822 CHF | 99.76% | 99.76% |