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 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'800 CHF | 506'300 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'435 CHF | 505'935 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'677 CHF | 506'177 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'642 CHF | 504'142 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'040 CHF | 504'540 CHF | 99.10% | 99.10% |
13.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'967 CHF | 504'467 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'987 CHF | 505'487 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'372 CHF | 506'872 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'211 CHF | 506'711 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'410 CHF | 507'910 CHF | 99.24% | 99.24% |