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 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'888 CHF | 503'888 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'004 CHF | 498'004 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'570 CHF | 496'570 CHF | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.10 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'227 CHF | 497'227 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'033 CHF | 503'033 CHF | 99.10% | 99.10% |
13.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'098 CHF | 508'098 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'407 CHF | 511'407 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'771 CHF | 503'771 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'540 CHF | 497'540 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'005 CHF | 504'005 CHF | 99.24% | 99.24% |