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% | 101.36 % | 101.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'738 CHF | 511'238 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'710 CHF | 509'210 CHF | 89.36% | 89.36% |
18.11.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'648 CHF | 511'148 CHF | 99.67% | 99.67% |
15.11.2024 | 0.49% | 101.67 % | 102.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'851 CHF | 512'351 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'716 CHF | 514'216 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.38 % | 102.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'206 CHF | 514'706 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.33 % | 102.83 % | 500'000 | 500'000 | 499'983 | 500'000 | 512'402 CHF | 514'919 CHF | 98.73% | 98.73% |
11.11.2024 | 0.49% | 102.51 % | 103.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'118 CHF | 515'618 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.89 % | 104.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'630 CHF | 522'130 CHF | 99.83% | 99.83% |
07.11.2024 | 0.48% | 104.11 % | 104.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'039 CHF | 522'539 CHF | 100.00% | 100.00% |