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 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'984 CHF | 501'984 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 99.90 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'013 CHF | 500'013 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'521 CHF | 501'521 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 100.20 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'795 CHF | 502'795 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 100.30 % | 100.50 % | 500'000 | 500'000 | 499'030 | 499'030 | 500'329 CHF | 501'328 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 99.80 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'685 CHF | 499'685 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 99.80 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'754 CHF | 500'754 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 100.10 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'006 CHF | 501'006 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 99.70 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'922 CHF | 499'922 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 99.70 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'352 CHF | 500'352 CHF | 99.76% | 99.76% |