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 | 0.49% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'978 CHF | 506'478 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'511 CHF | 506'011 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'531 CHF | 504'031 CHF | 99.20% | 99.20% |
15.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'512 CHF | 504'012 CHF | 99.17% | 99.17% |
14.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'321 CHF | 503'821 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'718 CHF | 502'218 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'513 CHF | 504'013 CHF | 99.17% | 99.17% |
11.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'261 CHF | 502'761 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'187 CHF | 499'687 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'688 CHF | 499'188 CHF | 99.09% | 99.09% |