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 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'361 CHF | 512'361 CHF | 97.94% | 97.94% |
19.11.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'109 CHF | 512'109 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'956 CHF | 511'956 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'451 CHF | 511'451 CHF | 97.21% | 97.21% |
14.11.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'579 CHF | 510'579 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 101.20 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'896 CHF | 510'896 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'793 CHF | 510'793 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'584 CHF | 511'584 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'859 CHF | 510'859 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 101.40 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'977 CHF | 511'977 CHF | 99.23% | 99.23% |