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% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'260 CHF | 500'809 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'678 CHF | 499'228 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'926 CHF | 501'476 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'559 CHF | 500'108 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'263 CHF | 504'813 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'673 CHF | 504'223 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'397 CHF | 504'947 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'481 CHF | 506'031 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'095 CHF | 505'645 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'429 CHF | 503'979 CHF | 99.24% | 99.24% |