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 | 506'763 CHF | 509'263 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'926 CHF | 508'426 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'990 CHF | 508'490 CHF | 98.90% | 98.90% |
15.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'347 CHF | 508'847 CHF | 99.35% | 99.35% |
14.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'527 CHF | 509'027 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'793 CHF | 509'293 CHF | 65.05% | 65.05% |
12.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'645 CHF | 510'145 CHF | 99.15% | 99.15% |
11.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'829 CHF | 510'329 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'580 CHF | 510'080 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'834 CHF | 510'334 CHF | 98.56% | 98.56% |