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% | 100.51 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'929 CHF | 505'429 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'746 CHF | 505'246 CHF | 89.38% | 89.38% |
18.11.2024 | 0.50% | 100.72 % | 101.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'457 CHF | 505'957 CHF | 99.68% | 99.68% |
15.11.2024 | 0.50% | 100.67 % | 101.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'770 CHF | 506'270 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.77 % | 101.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'440 CHF | 505'940 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'784 CHF | 505'284 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 100.52 % | 101.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'078 CHF | 505'578 CHF | 98.75% | 98.75% |
11.11.2024 | 0.49% | 100.88 % | 101.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'988 CHF | 506'488 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.73 % | 101.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'713 CHF | 506'213 CHF | 99.84% | 99.84% |
07.11.2024 | 0.49% | 100.89 % | 101.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'376 CHF | 506'876 CHF | 100.00% | 100.00% |