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 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'992 CHF | 509'492 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'008 CHF | 508'508 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 101.40 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'024 CHF | 508'524 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'592 CHF | 509'092 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'327 CHF | 508'827 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'974 CHF | 507'474 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'043 CHF | 509'543 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'820 CHF | 510'320 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'546 CHF | 509'046 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'803 CHF | 509'303 CHF | 99.23% | 99.23% |