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 | 0.99% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'864 CHF | 509'864 CHF | 97.95% | 97.95% |
19.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'819 CHF | 508'819 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'444 CHF | 510'444 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 100.80 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'522 CHF | 513'522 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 102.00 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'053 CHF | 515'053 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'661 CHF | 509'661 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'164 CHF | 512'164 CHF | 100.00% | 100.00% |
11.11.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'794 CHF | 513'794 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'208 CHF | 511'208 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'225 CHF | 510'225 CHF | 99.23% | 99.23% |