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% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'181 CHF | 512'681 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'250 CHF | 512'750 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'449 CHF | 512'949 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'391 CHF | 512'891 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'577 CHF | 513'077 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'989 CHF | 513'489 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'972 CHF | 513'472 CHF | 99.16% | 99.16% |
11.11.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'164 CHF | 513'664 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 514'000 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 514'000 CHF | 98.56% | 98.56% |