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% | 102.02 % | 102.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'322 CHF | 512'822 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.93 % | 102.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'554 CHF | 512'054 CHF | 89.37% | 89.37% |
18.11.2024 | 0.49% | 101.98 % | 102.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'564 CHF | 512'064 CHF | 99.68% | 99.68% |
15.11.2024 | 0.49% | 101.59 % | 102.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'982 CHF | 512'482 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.43 % | 102.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'924 CHF | 514'424 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.46 % | 102.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'368 CHF | 513'868 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'678 CHF | 515'178 CHF | 98.74% | 98.74% |
11.11.2024 | 0.49% | 102.48 % | 102.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'720 CHF | 515'220 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.43 % | 102.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'878 CHF | 514'378 CHF | 99.83% | 99.83% |
07.11.2024 | 0.49% | 102.34 % | 102.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'547 CHF | 514'047 CHF | 100.00% | 100.00% |