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% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'213 CHF | 510'713 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'846 CHF | 510'346 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'022 CHF | 510'522 CHF | 98.90% | 98.90% |
15.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'718 CHF | 511'218 CHF | 99.35% | 99.35% |
14.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'799 CHF | 511'299 CHF | 99.37% | 99.37% |
13.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'351 CHF | 510'851 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'553 CHF | 512'053 CHF | 99.15% | 99.15% |
11.11.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'269 CHF | 512'769 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'730 CHF | 512'230 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'526 CHF | 512'026 CHF | 98.57% | 98.57% |