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 | 0.98% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'234 CHF | 511'234 CHF | 97.95% | 97.95% |
19.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'006 CHF | 514'006 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'976 CHF | 514'976 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 102.20 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'519 CHF | 517'519 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 103.80 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'896 CHF | 522'896 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 103.80 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'453 CHF | 517'453 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 103.80 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'846 CHF | 528'846 CHF | 100.00% | 100.00% |
11.11.2024 | 0.94% | 105.30 % | 106.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'803 CHF | 531'803 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 104.80 % | 105.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'504 CHF | 528'504 CHF | 100.00% | 100.00% |
07.11.2024 | 0.76% | 104.70 % | 105.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'527 CHF | 528'527 CHF | 99.23% | 99.23% |