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% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'793 CHF | 512'293 CHF | 99.08% | 99.08% |
19.11.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'208 CHF | 513'708 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'129 CHF | 514'629 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'708 CHF | 513'208 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'708 CHF | 513'208 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'575 CHF | 511'075 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'110 CHF | 510'610 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'188 CHF | 511'688 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'551 CHF | 511'051 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'873 CHF | 513'373 CHF | 98.79% | 98.79% |