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 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'580 CHF | 505'580 CHF | 97.95% | 97.95% |
19.11.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'662 CHF | 504'662 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'977 CHF | 507'977 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'427 CHF | 512'427 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 103.10 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'036 CHF | 517'036 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'604 CHF | 517'604 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'446 CHF | 517'446 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 103.80 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'181 CHF | 523'181 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'823 CHF | 519'823 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 103.50 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'929 CHF | 522'929 CHF | 99.24% | 99.24% |