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 | 0.40% | 100.90 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'892 CHF | 506'892 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 100.60 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'617 CHF | 504'617 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 100.60 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'230 CHF | 505'230 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 100.60 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'819 CHF | 505'819 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 100.50 % | 100.90 % | 500'000 | 500'000 | 499'035 | 499'035 | 501'956 CHF | 503'954 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 100.70 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'387 CHF | 504'387 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 100.60 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'654 CHF | 505'654 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 100.60 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'888 CHF | 505'888 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 100.60 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'183 CHF | 505'183 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 100.60 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'883 CHF | 505'883 CHF | 99.76% | 99.76% |