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 | 0.48% | 103.71 % | 104.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'099 CHF | 522'599 CHF | 99.50% | 99.50% |
19.11.2024 | 0.48% | 103.94 % | 104.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'260 CHF | 521'760 CHF | 88.87% | 88.87% |
18.11.2024 | 0.48% | 103.93 % | 104.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'728 CHF | 522'228 CHF | 99.17% | 99.17% |
15.11.2024 | 0.48% | 104.14 % | 104.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'578 CHF | 525'078 CHF | 99.49% | 99.49% |
14.11.2024 | 0.48% | 104.70 % | 105.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'135 CHF | 526'635 CHF | 99.49% | 99.49% |
13.11.2024 | 0.48% | 104.65 % | 105.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'273 CHF | 524'773 CHF | 99.49% | 99.49% |
12.11.2024 | 0.48% | 104.29 % | 104.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'645 CHF | 524'145 CHF | 98.24% | 98.24% |
11.11.2024 | 0.48% | 104.30 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'143 CHF | 524'643 CHF | 99.49% | 99.49% |
08.11.2024 | 0.48% | 104.39 % | 104.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'772 CHF | 524'272 CHF | 99.34% | 99.34% |
07.11.2024 | 0.48% | 104.40 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'128 CHF | 523'628 CHF | 99.49% | 99.49% |