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% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'540 CHF | 506'040 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'083 CHF | 505'583 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'317 CHF | 505'817 CHF | 99.19% | 99.19% |
15.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'269 CHF | 505'769 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'174 CHF | 505'674 CHF | 99.13% | 99.13% |
13.11.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'844 CHF | 505'344 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'342 CHF | 504'842 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'844 CHF | 506'344 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'744 CHF | 506'244 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'678 CHF | 506'178 CHF | 99.06% | 99.06% |