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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'250 CHF | 509'750 CHF | 99.17% | 99.17% |
20.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'000 CHF | 510'500 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'250 CHF | 510'750 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'250 CHF | 510'750 CHF | 99.19% | 99.19% |
15.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'500 CHF | 511'000 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'750 CHF | 511'250 CHF | 99.16% | 99.16% |
13.11.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'250 CHF | 511'750 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'489 CHF | 511'989 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'500 CHF | 512'000 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'750 CHF | 512'250 CHF | 99.17% | 99.17% |