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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'770 CHF | 504'270 CHF | 99.90% | 99.90% |
20.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'254 CHF | 502'754 CHF | 99.36% | 99.36% |
19.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'005 CHF | 501'505 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'081 CHF | 503'581 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'795 CHF | 504'295 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'188 CHF | 503'688 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'585 CHF | 501'085 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'869 CHF | 502'369 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'542 CHF | 502'042 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'541 CHF | 501'041 CHF | 100.00% | 100.00% |