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 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'021 CHF | 504'570 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'265 CHF | 502'815 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'863 CHF | 503'413 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'461 CHF | 503'010 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'623 CHF | 503'173 CHF | 99.10% | 99.10% |
13.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'440 CHF | 501'940 CHF | 99.80% | 99.80% |
12.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'140 CHF | 503'640 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'580 CHF | 505'080 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'612 CHF | 503'112 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'332 CHF | 505'832 CHF | 99.24% | 99.24% |