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% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'433 CHF | 503'433 CHF | 98.59% | 98.59% |
19.11.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'738 CHF | 499'738 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'716 CHF | 504'716 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'352 CHF | 504'352 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'819 CHF | 504'819 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'808 CHF | 500'808 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'859 CHF | 503'859 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'898 CHF | 506'898 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'250 CHF | 503'250 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'765 CHF | 505'765 CHF | 100.00% | 100.00% |