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 | 0.78% | 101.45 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'081 CHF | 512'081 CHF | 99.99% | 99.99% |
19.11.2024 | 0.79% | 101.45 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'173 CHF | 511'173 CHF | 89.36% | 89.36% |
18.11.2024 | 0.78% | 101.75 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'395 CHF | 512'395 CHF | 99.67% | 99.67% |
15.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'374 CHF | 513'374 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 100.77 % | 101.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'444 CHF | 513'444 CHF | 6.07% | 6.07% |
13.11.2024 | 0.78% | 101.96 % | 102.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'576 CHF | 513'576 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 102.01 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'322 CHF | 515'322 CHF | 98.71% | 98.71% |
11.11.2024 | 0.78% | 102.65 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'306 CHF | 517'306 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 102.31 % | 103.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'318 CHF | 516'318 CHF | 16.84% | 16.84% |
07.11.2024 | 0.78% | 102.74 % | 103.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'081 CHF | 518'081 CHF | 100.00% | 100.00% |