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 | 0.49% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'116 CHF | 506'616 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'875 CHF | 505'375 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'267 CHF | 505'767 CHF | 99.37% | 99.37% |
15.11.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'292 CHF | 505'792 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'431 CHF | 503'931 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'851 CHF | 502'351 CHF | 99.38% | 99.38% |
12.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'858 CHF | 502'358 CHF | 99.38% | 99.38% |
11.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'767 CHF | 505'267 CHF | 99.37% | 99.37% |
08.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'737 CHF | 502'237 CHF | 99.34% | 99.34% |
07.11.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'495 CHF | 504'995 CHF | 98.80% | 98.80% |