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% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'864 CHF | 505'364 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'024 CHF | 501'524 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'099 CHF | 502'599 CHF | 98.95% | 98.95% |
15.11.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'697 CHF | 503'197 CHF | 99.36% | 99.36% |
14.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'455 CHF | 503'955 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'604 CHF | 502'104 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'051 CHF | 503'551 CHF | 99.16% | 99.16% |
11.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'148 CHF | 504'648 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'191 CHF | 504'691 CHF | 99.37% | 99.37% |
07.11.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'673 CHF | 505'173 CHF | 98.56% | 98.56% |