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% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'959 CHF | 504'459 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'343 CHF | 504'843 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'733 CHF | 505'233 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'607 CHF | 502'156 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'853 CHF | 500'353 CHF | 99.10% | 99.10% |
13.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'774 CHF | 501'274 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'423 CHF | 501'923 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'113 CHF | 505'613 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 499'679 | 497'975 CHF | 500'153 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 499'729 | 500'867 CHF | 503'095 CHF | 99.23% | 99.23% |