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% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'604 CHF | 504'104 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'224 CHF | 503'724 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'381 CHF | 503'881 CHF | 99.20% | 99.20% |
15.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'269 CHF | 503'769 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'274 CHF | 503'774 CHF | 99.13% | 99.13% |
13.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'037 CHF | 503'537 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'576 CHF | 503'076 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'971 CHF | 504'471 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'790 CHF | 504'290 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'766 CHF | 504'266 CHF | 99.06% | 99.06% |