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 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'391 CHF | 507'391 CHF | 98.58% | 98.58% |
19.11.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'184 CHF | 505'184 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'222 CHF | 502'222 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'769 CHF | 503'769 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'700 CHF | 507'700 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'479 CHF | 506'479 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'013 CHF | 512'013 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'918 CHF | 511'918 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'400 CHF | 507'400 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'980 CHF | 504'980 CHF | 100.00% | 100.00% |