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 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'423 CHF | 506'972 CHF | 99.37% | 99.37% |
19.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'367 CHF | 507'867 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'392 CHF | 504'942 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'626 CHF | 505'175 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'462 CHF | 505'012 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'525 CHF | 504'075 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'181 CHF | 505'731 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'136 CHF | 504'686 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'042 CHF | 502'542 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'982 CHF | 501'532 CHF | 99.23% | 99.23% |