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 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'337 CHF | 505'837 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'214 CHF | 504'714 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'759 CHF | 505'259 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'784 CHF | 507'284 CHF | 99.34% | 99.34% |
14.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'877 CHF | 507'377 CHF | 99.37% | 99.37% |
13.11.2024 | 0.50% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'379 CHF | 505'879 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'842 CHF | 508'342 CHF | 99.15% | 99.15% |
11.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'483 CHF | 509'983 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'931 CHF | 508'431 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'565 CHF | 508'065 CHF | 98.56% | 98.56% |