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% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'994 CHF | 503'494 CHF | 99.36% | 99.36% |
19.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'012 CHF | 503'512 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'560 CHF | 503'060 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'478 CHF | 503'978 CHF | 99.04% | 99.04% |
14.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'913 CHF | 502'413 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'803 CHF | 503'303 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'987 CHF | 502'487 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'752 CHF | 503'252 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'356 CHF | 502'856 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'239 CHF | 503'739 CHF | 99.23% | 99.23% |