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 | 0.40% | 100.00 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'828 CHF | 502'828 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 99.90 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'411 CHF | 500'411 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'035 CHF | 501'035 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'426 CHF | 501'426 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 100.40 % | 100.80 % | 500'000 | 500'000 | 499'069 | 499'069 | 500'828 CHF | 502'825 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 100.20 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'599 CHF | 503'599 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 100.60 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'601 CHF | 504'601 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 101.10 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'316 CHF | 506'316 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 100.70 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'272 CHF | 505'272 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 100.50 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'130 CHF | 505'130 CHF | 99.76% | 99.76% |