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% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'204 CHF | 511'704 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.55 % | 102.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'120 CHF | 510'620 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'935 CHF | 511'435 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'196 CHF | 511'696 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'251 CHF | 511'751 CHF | 99.37% | 99.37% |
13.11.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'862 CHF | 512'362 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'780 CHF | 512'280 CHF | 99.16% | 99.16% |
11.11.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'021 CHF | 512'521 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'146 CHF | 512'646 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'268 CHF | 512'768 CHF | 98.56% | 98.56% |