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% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'562 CHF | 506'062 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'524 CHF | 506'024 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'713 CHF | 505'213 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'789 CHF | 506'289 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 100.90 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'460 CHF | 505'960 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'573 CHF | 505'073 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'645 CHF | 506'145 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'429 CHF | 506'929 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'826 CHF | 506'326 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'610 CHF | 507'110 CHF | 99.23% | 99.23% |