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 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'200 CHF | 505'700 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'140 CHF | 504'640 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'731 CHF | 505'231 CHF | 99.38% | 99.38% |
15.11.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'170 CHF | 505'670 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'457 CHF | 504'957 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'608 CHF | 505'108 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'504 CHF | 506'004 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'775 CHF | 507'275 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'973 CHF | 506'473 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'229 CHF | 506'729 CHF | 98.80% | 98.80% |