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% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'334 CHF | 508'834 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'281 CHF | 508'781 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'636 CHF | 509'136 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'966 CHF | 509'466 CHF | 98.92% | 98.92% |
14.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'000 CHF | 509'500 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'193 CHF | 509'693 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'250 CHF | 509'750 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'446 CHF | 509'946 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'451 CHF | 509'951 CHF | 99.34% | 99.34% |
07.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'518 CHF | 510'018 CHF | 98.79% | 98.79% |