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 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'996 CHF | 509'496 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'784 CHF | 508'284 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'813 CHF | 508'313 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'782 CHF | 506'282 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'243 CHF | 505'743 CHF | 99.10% | 99.10% |
13.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'442 CHF | 507'942 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'061 CHF | 506'561 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'756 CHF | 508'256 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'044 CHF | 507'544 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'692 CHF | 509'192 CHF | 100.00% | 100.00% |