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 | 0.29% | 102.40 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'114 CHF | 513'614 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'906 CHF | 512'406 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'334 CHF | 510'834 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'530 CHF | 513'030 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'997 CHF | 516'497 CHF | 99.10% | 99.10% |
13.11.2024 | 0.29% | 102.90 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'738 CHF | 515'238 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'946 CHF | 516'446 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'318 CHF | 516'818 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 103.00 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'697 CHF | 516'197 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 103.10 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'585 CHF | 516'085 CHF | 99.23% | 99.23% |