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% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'867 CHF | 507'367 CHF | 99.36% | 99.36% |
19.11.2024 | 0.30% | 100.80 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'141 CHF | 505'641 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'597 CHF | 507'097 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'300 CHF | 508'800 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'997 CHF | 507'497 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'004 CHF | 506'504 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'802 CHF | 508'302 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'433 CHF | 509'933 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'108 CHF | 507'608 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'291 CHF | 507'791 CHF | 99.23% | 99.23% |