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% | 100.71 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'056 CHF | 507'556 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.23 % | 100.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'665 CHF | 503'165 CHF | 89.36% | 89.36% |
18.11.2024 | 0.49% | 100.93 % | 101.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'443 CHF | 507'943 CHF | 99.67% | 99.67% |
15.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'603 CHF | 508'103 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.31 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'263 CHF | 507'763 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 100.88 % | 101.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'187 CHF | 506'687 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'293 CHF | 509'793 CHF | 98.72% | 98.72% |
11.11.2024 | 0.49% | 101.92 % | 102.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'048 CHF | 511'548 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.43 % | 101.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'681 CHF | 509'181 CHF | 99.85% | 99.85% |
07.11.2024 | 0.49% | 101.66 % | 102.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'690 CHF | 511'190 CHF | 100.00% | 100.00% |