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% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'231 CHF | 514'731 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'069 CHF | 514'569 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'218 CHF | 514'718 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'042 CHF | 514'542 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'641 CHF | 514'141 CHF | 99.37% | 99.37% |
13.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'484 CHF | 513'984 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'646 CHF | 514'146 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'178 CHF | 514'678 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'600 CHF | 514'100 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'121 CHF | 514'621 CHF | 98.80% | 98.80% |