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% | 102.01 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'326 CHF | 512'826 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.92 % | 102.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'167 CHF | 511'667 CHF | 89.37% | 89.37% |
18.11.2024 | 0.49% | 101.87 % | 102.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'186 CHF | 511'686 CHF | 99.66% | 99.66% |
15.11.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'706 CHF | 512'206 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.31 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'276 CHF | 513'776 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.11 % | 102.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'354 CHF | 512'854 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.18 % | 102.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'218 CHF | 513'718 CHF | 98.73% | 98.73% |
11.11.2024 | 0.49% | 102.33 % | 102.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'944 CHF | 514'444 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.28 % | 102.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'308 CHF | 513'808 CHF | 99.83% | 99.83% |
07.11.2024 | 0.49% | 102.27 % | 102.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'222 CHF | 513'722 CHF | 100.00% | 100.00% |