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% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'173 CHF | 512'673 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'973 CHF | 511'473 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'201 CHF | 511'701 CHF | 99.38% | 99.38% |
15.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'012 CHF | 511'512 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'460 CHF | 511'960 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'759 CHF | 511'259 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'371 CHF | 511'871 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'359 CHF | 512'859 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'966 CHF | 511'466 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'795 CHF | 512'295 CHF | 98.80% | 98.80% |