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% | 101.46 % | 101.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'876 CHF | 509'376 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.48 % | 100.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'337 CHF | 501'837 CHF | 89.37% | 89.37% |
18.11.2024 | 0.50% | 100.53 % | 101.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'100 CHF | 504'600 CHF | 99.53% | 99.53% |
15.11.2024 | 0.49% | 101.39 % | 101.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'851 CHF | 512'351 CHF | 50.69% | 50.69% |
14.11.2024 | 0.49% | 102.48 % | 102.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'872 CHF | 513'372 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 103.25 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'062 CHF | 519'562 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.79 % | 104.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'728 CHF | 522'228 CHF | 98.73% | 98.73% |
11.11.2024 | 0.47% | 105.41 % | 105.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'671 CHF | 528'171 CHF | 27.87% | 27.87% |
08.11.2024 | 0.48% | 104.72 % | 105.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'747 CHF | 527'247 CHF | 71.83% | 71.83% |
07.11.2024 | 0.47% | 105.27 % | 105.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'584 CHF | 530'084 CHF | 100.00% | 100.00% |