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% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'491 CHF | 510'491 CHF | 97.95% | 97.95% |
19.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'022 CHF | 510'022 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'500 CHF | 510'500 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 510'000 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 510'000 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 509'500 CHF | 99.83% | 99.83% |
12.11.2024 | 0.79% | 101.10 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 509'500 CHF | 100.00% | 100.00% |
11.11.2024 | 0.98% | 101.10 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'500 CHF | 510'500 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'000 CHF | 510'000 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'000 CHF | 510'000 CHF | 99.23% | 99.23% |