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% | 101.47 % | 101.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'641 CHF | 510'141 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.68 % | 102.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'041 CHF | 510'541 CHF | 87.88% | 87.88% |
18.11.2024 | 0.48% | 102.91 % | 103.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'903 CHF | 517'403 CHF | 99.67% | 99.67% |
15.11.2024 | 0.48% | 103.13 % | 103.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'812 CHF | 517'312 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.39 % | 102.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'342 CHF | 511'842 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 101.11 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'375 CHF | 505'875 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 99.76 % | 100.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'327 CHF | 503'827 CHF | 96.15% | 96.15% |
11.11.2024 | 0.49% | 101.93 % | 102.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'815 CHF | 511'315 CHF | 99.70% | 99.70% |
08.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'309 CHF | 511'809 CHF | 72.55% | 72.55% |
07.11.2024 | 0.48% | 104.13 % | 104.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'977 CHF | 522'477 CHF | 99.99% | 99.99% |