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% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'451 CHF | 505'951 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'749 CHF | 505'249 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'211 CHF | 505'711 CHF | 99.19% | 99.19% |
15.11.2024 | 0.50% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'230 CHF | 505'730 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'572 CHF | 505'072 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'517 CHF | 504'017 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'670 CHF | 503'170 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'296 CHF | 506'796 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'191 CHF | 506'691 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'741 CHF | 506'241 CHF | 99.09% | 99.09% |