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 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'231 CHF | 503'731 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'928 CHF | 503'428 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'142 CHF | 503'642 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'930 CHF | 503'430 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'478 CHF | 502'978 CHF | 99.37% | 99.37% |
13.11.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'262 CHF | 502'762 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'395 CHF | 502'895 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'994 CHF | 503'494 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'164 CHF | 502'664 CHF | 99.35% | 99.35% |
07.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'949 CHF | 503'449 CHF | 98.80% | 98.80% |