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 | 509'495 CHF | 511'995 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'898 CHF | 512'398 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'827 CHF | 512'327 CHF | 99.20% | 99.20% |
15.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'079 CHF | 511'579 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'077 CHF | 511'577 CHF | 99.14% | 99.14% |
13.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'610 CHF | 511'110 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'891 CHF | 511'391 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'572 CHF | 513'072 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'846 CHF | 513'346 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'712 CHF | 513'212 CHF | 99.08% | 99.08% |