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% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'320 CHF | 504'820 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'880 CHF | 503'380 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'784 CHF | 501'284 CHF | 99.38% | 99.38% |
15.11.2024 | 0.50% | 99.45 % | 99.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'543 CHF | 504'043 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'128 CHF | 508'628 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'489 CHF | 513'989 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'032 CHF | 515'532 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'368 CHF | 509'868 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'227 CHF | 508'727 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'375 CHF | 510'875 CHF | 98.80% | 98.80% |