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 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'553 CHF | 505'102 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'571 CHF | 503'121 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'227 CHF | 503'777 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'693 CHF | 504'242 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'930 CHF | 505'480 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'227 CHF | 506'777 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 101.60 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'216 CHF | 508'766 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'271 CHF | 500'821 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.30 % | 99.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'476 CHF | 499'026 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'887 CHF | 501'437 CHF | 99.24% | 99.24% |