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% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'595 CHF | 505'095 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'434 CHF | 504'934 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'754 CHF | 505'254 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'877 CHF | 505'377 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'998 CHF | 505'498 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'269 CHF | 505'769 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'213 CHF | 505'713 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'341 CHF | 505'841 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'250 CHF | 505'750 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'475 CHF | 505'975 CHF | 98.56% | 98.56% |