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% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'546 CHF | 508'046 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'003 CHF | 506'503 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'316 CHF | 506'816 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'243 CHF | 507'743 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'750 CHF | 508'250 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'029 CHF | 507'529 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'421 CHF | 507'921 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'322 CHF | 508'822 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'259 CHF | 507'759 CHF | 99.34% | 99.34% |
07.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'632 CHF | 508'132 CHF | 98.80% | 98.80% |