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 | 502'890 CHF | 505'390 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'614 CHF | 503'114 CHF | 99.17% | 99.17% |
18.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'891 CHF | 505'391 CHF | 99.20% | 99.20% |
15.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'137 CHF | 507'637 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'137 CHF | 508'637 CHF | 99.16% | 99.16% |
13.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'711 CHF | 507'211 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'188 CHF | 509'688 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'336 CHF | 510'836 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'479 CHF | 508'979 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'153 CHF | 509'653 CHF | 99.08% | 99.08% |