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 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'032 CHF | 506'532 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'180 CHF | 506'680 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'935 CHF | 507'435 CHF | 99.38% | 99.38% |
15.11.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'946 CHF | 507'446 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'666 CHF | 508'166 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'923 CHF | 508'423 CHF | 99.10% | 99.10% |
12.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'161 CHF | 508'661 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'188 CHF | 508'688 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'948 CHF | 508'448 CHF | 99.34% | 99.34% |
07.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'045 CHF | 508'545 CHF | 98.80% | 98.80% |