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% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'319 CHF | 506'819 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'000 CHF | 506'500 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'329 CHF | 506'829 CHF | 99.20% | 99.20% |
15.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'279 CHF | 506'779 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'162 CHF | 506'662 CHF | 99.13% | 99.13% |
13.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'779 CHF | 506'279 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'370 CHF | 505'870 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'510 CHF | 507'010 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'521 CHF | 507'021 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'533 CHF | 507'033 CHF | 99.06% | 99.06% |