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 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'388 CHF | 513'388 CHF | 97.94% | 97.94% |
19.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'425 CHF | 513'425 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'056 CHF | 514'056 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'678 CHF | 512'678 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'630 CHF | 509'630 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'502 CHF | 510'502 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'113 CHF | 510'113 CHF | 100.00% | 100.00% |
11.11.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'666 CHF | 512'666 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'656 CHF | 509'656 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'135 CHF | 512'135 CHF | 99.23% | 99.23% |