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% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'638 CHF | 509'138 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'330 CHF | 508'830 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'275 CHF | 509'775 CHF | 98.90% | 98.90% |
15.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'278 CHF | 509'778 CHF | 99.34% | 99.34% |
14.11.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'746 CHF | 510'246 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'851 CHF | 510'351 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'448 CHF | 510'948 CHF | 99.14% | 99.14% |
11.11.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'825 CHF | 511'325 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'167 CHF | 510'667 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'035 CHF | 510'535 CHF | 98.57% | 98.57% |