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% | 100.00 % | 100.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'442 CHF | 502'991 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'210 CHF | 503'760 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'634 CHF | 501'184 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'993 CHF | 500'493 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'163 CHF | 504'713 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'706 CHF | 500'256 CHF | 99.27% | 99.27% |
12.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'235 CHF | 501'785 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'484 CHF | 506'034 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'849 CHF | 503'399 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'948 CHF | 506'498 CHF | 99.23% | 99.23% |