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% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'227 CHF | 509'227 CHF | 97.95% | 97.95% |
19.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'183 CHF | 507'183 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'503 CHF | 508'503 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'613 CHF | 510'613 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'706 CHF | 511'706 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'301 CHF | 509'301 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'130 CHF | 511'130 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'642 CHF | 512'642 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'343 CHF | 510'343 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'867 CHF | 509'867 CHF | 99.24% | 99.24% |