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 | 507'784 CHF | 510'284 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'412 CHF | 509'912 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'563 CHF | 510'063 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'212 CHF | 510'712 CHF | 99.34% | 99.34% |
14.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'289 CHF | 510'789 CHF | 99.37% | 99.37% |
13.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'943 CHF | 510'443 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'047 CHF | 511'547 CHF | 99.14% | 99.14% |
11.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'696 CHF | 512'196 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'220 CHF | 511'720 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'053 CHF | 511'553 CHF | 98.56% | 98.56% |