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% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'056 CHF | 510'556 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'534 CHF | 509'034 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'042 CHF | 509'542 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'798 CHF | 509'298 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'163 CHF | 509'663 CHF | 99.10% | 99.10% |
13.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'954 CHF | 508'454 CHF | 99.80% | 99.80% |
12.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'381 CHF | 509'881 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'546 CHF | 511'046 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'765 CHF | 509'265 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'425 CHF | 511'925 CHF | 99.24% | 99.24% |