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% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'622 CHF | 508'122 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'449 CHF | 507'949 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'898 CHF | 508'398 CHF | 99.20% | 99.20% |
15.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'904 CHF | 508'404 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'969 CHF | 508'469 CHF | 99.16% | 99.16% |
13.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'777 CHF | 508'277 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'673 CHF | 508'173 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'109 CHF | 508'609 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'079 CHF | 508'579 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'106 CHF | 508'606 CHF | 99.08% | 99.08% |