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% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'250 CHF | 504'750 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'098 CHF | 503'598 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'807 CHF | 505'307 CHF | 99.19% | 99.19% |
15.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'724 CHF | 506'224 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'231 CHF | 504'731 CHF | 99.13% | 99.13% |
13.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'524 CHF | 504'024 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'685 CHF | 506'185 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'145 CHF | 507'645 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'266 CHF | 505'766 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'443 CHF | 503'943 CHF | 99.06% | 99.06% |