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% | 102.80 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'004 CHF | 515'504 CHF | 99.37% | 99.37% |
19.11.2024 | 0.29% | 102.80 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'546 CHF | 516'046 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'687 CHF | 515'187 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 102.50 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'279 CHF | 514'779 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'635 CHF | 516'135 CHF | 99.10% | 99.10% |
13.11.2024 | 0.29% | 103.10 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'404 CHF | 514'904 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 102.80 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'175 CHF | 517'675 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 103.50 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'555 CHF | 519'055 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 103.20 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'858 CHF | 517'358 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'793 CHF | 518'293 CHF | 99.23% | 99.23% |