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% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'868 CHF | 509'368 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'835 CHF | 509'335 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'902 CHF | 509'402 CHF | 99.38% | 99.38% |
15.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'038 CHF | 509'538 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'254 CHF | 509'754 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'417 CHF | 509'917 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'455 CHF | 509'955 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'664 CHF | 510'164 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'592 CHF | 510'092 CHF | 99.34% | 99.34% |
07.11.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'751 CHF | 510'251 CHF | 98.77% | 98.77% |