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 | 0.79% | 101.80 % | 102.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'980 CHF | 513'029 CHF | 97.95% | 97.95% |
19.11.2024 | 0.80% | 101.50 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'023 CHF | 511'073 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.70 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'831 CHF | 512'881 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.70 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'126 CHF | 512'175 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.70 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'083 CHF | 512'133 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.50 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'500 CHF | 511'550 CHF | 99.83% | 99.83% |
12.11.2024 | 0.79% | 101.50 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'614 CHF | 511'664 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.70 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'500 CHF | 512'550 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 101.50 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'500 CHF | 511'550 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.70 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'494 CHF | 512'544 CHF | 99.76% | 99.76% |