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% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'803 CHF | 513'303 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'550 CHF | 513'050 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'778 CHF | 512'278 CHF | 99.38% | 99.38% |
15.11.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'003 CHF | 513'503 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'325 CHF | 515'825 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'700 CHF | 518'200 CHF | 99.38% | 99.38% |
12.11.2024 | 0.48% | 103.65 % | 104.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'557 CHF | 519'057 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'506 CHF | 516'006 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'243 CHF | 515'743 CHF | 99.35% | 99.35% |
07.11.2024 | 0.48% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'532 CHF | 517'032 CHF | 98.80% | 98.80% |