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 | 504'509 CHF | 507'009 CHF | 99.37% | 99.37% |
19.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'742 CHF | 507'242 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'321 CHF | 507'821 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'352 CHF | 508'852 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'532 CHF | 511'032 CHF | 99.10% | 99.10% |
13.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'070 CHF | 512'570 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'609 CHF | 511'109 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'915 CHF | 512'415 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'504 CHF | 511'004 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'041 CHF | 512'541 CHF | 99.23% | 99.23% |