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 | 0.19% | 102.70 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'692 CHF | 514'692 CHF | 100.00% | 100.00% |
19.11.2024 | 0.20% | 101.10 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'071 CHF | 507'071 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 101.30 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'291 CHF | 508'291 CHF | 100.00% | 100.00% |
15.11.2024 | 0.20% | 101.50 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'385 CHF | 508'385 CHF | 99.04% | 99.04% |
14.11.2024 | 0.20% | 101.70 % | 101.90 % | 500'000 | 500'000 | 499'028 | 499'028 | 507'574 CHF | 508'573 CHF | 100.00% | 100.00% |
13.11.2024 | 0.20% | 101.30 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'238 CHF | 506'238 CHF | 100.00% | 100.00% |
12.11.2024 | 0.20% | 101.20 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'866 CHF | 508'866 CHF | 100.00% | 100.00% |
11.11.2024 | 0.39% | 101.70 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'881 CHF | 510'881 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 101.70 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'679 CHF | 510'679 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 102.00 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'711 CHF | 511'711 CHF | 99.76% | 99.76% |