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% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'744 CHF | 505'244 CHF | 98.77% | 98.77% |
19.11.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'429 CHF | 506'979 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'577 CHF | 506'127 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'009 CHF | 504'558 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'223 CHF | 504'773 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'431 CHF | 502'981 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'276 CHF | 504'826 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'726 CHF | 505'276 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'875 CHF | 503'375 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'128 CHF | 505'678 CHF | 99.23% | 99.23% |