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% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'946 CHF | 505'446 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'116 CHF | 501'616 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'533 CHF | 503'033 CHF | 98.90% | 98.90% |
15.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'557 CHF | 505'057 CHF | 99.34% | 99.34% |
14.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'599 CHF | 510'099 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'372 CHF | 508'872 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'952 CHF | 508'452 CHF | 99.16% | 99.16% |
11.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'984 CHF | 510'484 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'801 CHF | 507'301 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'750 CHF | 507'250 CHF | 98.57% | 98.57% |