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 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'055 CHF | 504'555 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 100.10 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'957 CHF | 502'457 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'774 CHF | 503'274 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'382 CHF | 502'882 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'949 CHF | 503'449 CHF | 99.10% | 99.10% |
13.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'517 CHF | 502'017 CHF | 99.80% | 99.80% |
12.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'270 CHF | 503'770 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'576 CHF | 505'076 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'332 CHF | 502'832 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'980 CHF | 506'480 CHF | 99.23% | 99.23% |