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% | 101.61 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'050 CHF | 510'550 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'032 CHF | 510'532 CHF | 89.37% | 89.37% |
18.11.2024 | 0.49% | 101.61 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'043 CHF | 510'543 CHF | 99.68% | 99.68% |
15.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'999 CHF | 510'499 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.59 % | 102.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'947 CHF | 510'447 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.58 % | 102.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'898 CHF | 510'398 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.57 % | 102.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'857 CHF | 510'357 CHF | 98.74% | 98.74% |
11.11.2024 | 0.49% | 101.58 % | 102.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'873 CHF | 510'373 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.56 % | 102.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'811 CHF | 510'311 CHF | 99.82% | 99.82% |
07.11.2024 | 0.49% | 101.57 % | 102.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'849 CHF | 510'349 CHF | 100.00% | 100.00% |