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 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'772 CHF | 506'772 CHF | 97.95% | 97.95% |
19.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'629 CHF | 504'629 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'714 CHF | 506'714 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.50 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'142 CHF | 506'142 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'444 CHF | 505'444 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'160 CHF | 505'160 CHF | 99.83% | 99.83% |
12.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'410 CHF | 508'410 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'747 CHF | 507'747 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'904 CHF | 504'904 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'985 CHF | 508'985 CHF | 99.24% | 99.24% |