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% | 100.80 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'612 CHF | 505'612 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 100.90 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'344 CHF | 505'344 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 100.80 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'093 CHF | 505'093 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 101.00 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'214 CHF | 506'214 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 101.10 % | 101.30 % | 500'000 | 500'000 | 499'034 | 499'034 | 504'362 CHF | 505'361 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 101.00 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'397 CHF | 505'397 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 100.90 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'548 CHF | 506'548 CHF | 100.00% | 100.00% |
11.11.2024 | 0.20% | 101.30 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'465 CHF | 507'465 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 101.10 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'435 CHF | 506'435 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 101.20 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'721 CHF | 506'721 CHF | 100.00% | 100.00% |