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% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'598 CHF | 504'147 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'215 CHF | 502'765 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'075 CHF | 501'625 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'644 CHF | 502'192 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'807 CHF | 502'357 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'594 CHF | 502'144 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'201 CHF | 503'751 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'812 CHF | 505'362 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'050 CHF | 504'600 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'962 CHF | 506'512 CHF | 95.44% | 95.44% |