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 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'862 CHF | 503'862 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'281 CHF | 502'281 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'440 CHF | 502'440 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'084 CHF | 502'084 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 100.40 % | 100.60 % | 500'000 | 500'000 | 499'129 | 499'129 | 499'525 CHF | 500'524 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 99.70 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'472 CHF | 499'472 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'881 CHF | 503'881 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 100.90 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'588 CHF | 506'588 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 101.00 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'124 CHF | 506'124 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 101.00 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'307 CHF | 506'307 CHF | 100.00% | 100.00% |