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% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'536 CHF | 513'536 CHF | 97.94% | 97.94% |
19.11.2024 | 0.99% | 101.50 % | 102.50 % | 500'000 | 500'000 | 497'348 | 497'348 | 503'838 CHF | 508'823 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.90 % | 102.70 % | 500'000 | 500'000 | 489'572 | 489'572 | 498'903 CHF | 502'862 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 102.20 % | 103.00 % | 500'000 | 500'000 | 496'219 | 496'219 | 506'872 CHF | 510'857 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 101.60 % | 102.60 % | 500'000 | 500'000 | 489'026 | 489'026 | 496'646 CHF | 501'582 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 101.30 % | 102.30 % | 500'000 | 500'000 | 482'446 | 482'446 | 489'546 CHF | 494'443 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'168 CHF | 513'168 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.90 % | 102.70 % | 500'000 | 500'000 | 495'457 | 495'457 | 504'456 CHF | 508'438 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 499'193 | 499'193 | 507'438 CHF | 512'433 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'821 CHF | 511'821 CHF | 99.23% | 99.23% |