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% | 101.86 % | 102.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'708 CHF | 512'208 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'874 CHF | 507'374 CHF | 89.38% | 89.38% |
18.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'197 CHF | 509'697 CHF | 99.68% | 99.68% |
15.11.2024 | 0.49% | 101.47 % | 101.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'191 CHF | 511'691 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.39 % | 102.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'606 CHF | 514'106 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.28 % | 102.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'474 CHF | 513'974 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.39 % | 102.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'941 CHF | 515'441 CHF | 98.75% | 98.75% |
11.11.2024 | 0.48% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'145 CHF | 517'645 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.08 % | 103.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'464 CHF | 517'964 CHF | 99.84% | 99.84% |
07.11.2024 | 0.48% | 102.96 % | 103.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'164 CHF | 517'664 CHF | 100.00% | 100.00% |