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% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'846 CHF | 514'346 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'796 CHF | 514'296 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'683 CHF | 514'183 CHF | 99.20% | 99.20% |
15.11.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'456 CHF | 513'956 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'744 CHF | 514'244 CHF | 99.15% | 99.15% |
13.11.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'929 CHF | 514'429 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'182 CHF | 514'682 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'561 CHF | 515'061 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'607 CHF | 515'107 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'557 CHF | 515'057 CHF | 99.08% | 99.08% |