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% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'561 CHF | 504'061 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'358 CHF | 503'858 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'364 CHF | 503'864 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'588 CHF | 504'088 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'672 CHF | 504'172 CHF | 99.37% | 99.37% |
13.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'614 CHF | 504'114 CHF | 65.05% | 65.05% |
12.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'269 CHF | 504'769 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'529 CHF | 505'029 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'480 CHF | 504'980 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'310 CHF | 504'810 CHF | 98.56% | 98.56% |