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 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'140 CHF | 508'640 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'960 CHF | 507'460 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'394 CHF | 507'894 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'793 CHF | 508'293 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'076 CHF | 509'576 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'605 CHF | 509'105 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'998 CHF | 507'498 CHF | 98.22% | 98.22% |
11.11.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'405 CHF | 506'905 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'183 CHF | 509'683 CHF | 98.73% | 98.73% |
07.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'270 CHF | 510'770 CHF | 40.72% | 40.72% |