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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'600 CHF | 501'150 CHF | 100.00% | 100.00% |
27.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'504 CHF | 503'054 CHF | 99.90% | 99.90% |
26.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'986 CHF | 501'536 CHF | 100.00% | 100.00% |
25.11.2024 | 0.31% | 100.10 % | 100.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'920 CHF | 502'470 CHF | 100.00% | 100.00% |
22.11.2024 | 0.31% | 100.30 % | 100.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'092 CHF | 502'642 CHF | 99.90% | 99.90% |
20.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'260 CHF | 500'809 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'678 CHF | 499'228 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'926 CHF | 501'476 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'559 CHF | 500'108 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'263 CHF | 504'813 CHF | 99.10% | 99.10% |