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% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'719 CHF | 506'219 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'500 CHF | 506'000 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'917 CHF | 505'417 CHF | 99.22% | 99.22% |
15.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'387 CHF | 505'887 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'371 CHF | 505'871 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'175 CHF | 505'675 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'991 CHF | 506'491 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'292 CHF | 506'792 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'995 CHF | 506'495 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'154 CHF | 506'654 CHF | 99.08% | 99.08% |