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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'873 CHF | 515'373 CHF | 98.45% | 98.45% |
25.11.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'713 CHF | 515'213 CHF | 98.81% | 98.81% |
22.11.2024 | 0.49% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'158 CHF | 515'658 CHF | 99.30% | 99.30% |
20.11.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'638 CHF | 516'138 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'981 CHF | 514'481 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 102.55 % | 103.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'103 CHF | 515'603 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'486 CHF | 515'986 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'605 CHF | 516'105 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'287 CHF | 516'787 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'049 CHF | 516'549 CHF | 99.16% | 99.16% |