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% | 101.08 % | 101.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'440 CHF | 507'940 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.08 % | 101.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'409 CHF | 507'909 CHF | 89.38% | 89.38% |
18.11.2024 | 0.49% | 101.08 % | 101.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'380 CHF | 507'880 CHF | 99.68% | 99.68% |
15.11.2024 | 0.49% | 101.07 % | 101.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'398 CHF | 507'898 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.08 % | 101.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'400 CHF | 507'900 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.07 % | 101.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'315 CHF | 507'815 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.06 % | 101.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'311 CHF | 507'811 CHF | 98.75% | 98.75% |
11.11.2024 | 0.49% | 101.06 % | 101.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'298 CHF | 507'798 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.06 % | 101.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'253 CHF | 507'753 CHF | 99.84% | 99.84% |
07.11.2024 | 0.49% | 101.06 % | 101.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'298 CHF | 507'798 CHF | 100.00% | 100.00% |