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% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'610 CHF | 513'610 CHF | 98.59% | 98.59% |
19.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'456 CHF | 513'456 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'798 CHF | 512'798 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 101.50 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'453 CHF | 512'453 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'442 CHF | 511'442 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'967 CHF | 511'967 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'819 CHF | 513'819 CHF | 100.00% | 100.00% |
11.11.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'500 CHF | 514'500 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'000 CHF | 512'000 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'525 CHF | 512'525 CHF | 99.23% | 99.23% |