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% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'800 CHF | 514'300 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'320 CHF | 513'820 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'439 CHF | 514'939 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'649 CHF | 515'149 CHF | 98.92% | 98.92% |
14.11.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'838 CHF | 515'338 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'924 CHF | 515'424 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 499'766 | 500'000 | 513'481 CHF | 516'222 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'697 CHF | 516'197 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'232 CHF | 515'732 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'710 CHF | 516'210 CHF | 98.80% | 98.80% |