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% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'068 CHF | 506'568 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'094 CHF | 506'594 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'122 CHF | 507'622 CHF | 98.90% | 98.90% |
15.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'957 CHF | 507'457 CHF | 99.35% | 99.35% |
14.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'406 CHF | 508'906 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'458 CHF | 508'958 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'412 CHF | 508'912 CHF | 99.15% | 99.15% |
11.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'309 CHF | 508'809 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'138 CHF | 508'638 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'297 CHF | 508'797 CHF | 98.56% | 98.56% |