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 | 506'750 CHF | 509'250 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'750 CHF | 509'250 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'730 CHF | 509'230 CHF | 99.19% | 99.19% |
15.11.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'750 CHF | 509'250 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'740 CHF | 509'240 CHF | 99.16% | 99.16% |
13.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'599 CHF | 509'099 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'929 CHF | 509'429 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'250 CHF | 509'750 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'036 CHF | 509'536 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'182 CHF | 509'682 CHF | 99.08% | 99.08% |