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 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'958 CHF | 502'458 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'228 CHF | 500'728 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'479 CHF | 501'979 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'709 CHF | 502'209 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'210 CHF | 504'710 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'197 CHF | 505'697 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'982 CHF | 506'482 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'027 CHF | 507'527 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'891 CHF | 507'391 CHF | 99.80% | 99.80% |
07.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'420 CHF | 507'920 CHF | 99.23% | 99.23% |