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% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'133 CHF | 505'682 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'517 CHF | 504'067 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'337 CHF | 504'887 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'839 CHF | 506'388 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'703 CHF | 505'253 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'784 CHF | 504'334 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'433 CHF | 505'983 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'856 CHF | 507'406 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'176 CHF | 505'726 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'927 CHF | 506'477 CHF | 99.23% | 99.23% |