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 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'100 CHF | 507'649 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'434 CHF | 505'934 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'606 CHF | 507'106 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'596 CHF | 508'144 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.60 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'856 CHF | 509'406 CHF | 99.10% | 99.10% |
13.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'873 CHF | 508'373 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'848 CHF | 509'348 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'057 CHF | 510'557 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'446 CHF | 508'946 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'111 CHF | 509'611 CHF | 99.23% | 99.23% |