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% | 102.30 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'236 CHF | 513'236 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 102.20 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'065 CHF | 513'065 CHF | 100.00% | 100.00% |
18.11.2024 | 0.20% | 102.20 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'281 CHF | 512'281 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 102.20 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'849 CHF | 513'849 CHF | 100.00% | 100.00% |
14.11.2024 | 0.20% | 102.50 % | 102.70 % | 500'000 | 500'000 | 499'028 | 499'028 | 511'297 CHF | 512'297 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 102.40 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'000 CHF | 513'000 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 102.40 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'922 CHF | 512'922 CHF | 100.00% | 100.00% |
11.11.2024 | 0.19% | 102.60 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'226 CHF | 514'226 CHF | 100.00% | 100.00% |
08.11.2024 | 0.20% | 102.40 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'996 CHF | 512'996 CHF | 100.00% | 100.00% |
07.11.2024 | 0.20% | 102.40 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'230 CHF | 513'230 CHF | 99.76% | 99.76% |