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 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'842 CHF | 511'342 CHF | 99.37% | 99.37% |
19.11.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'382 CHF | 510'882 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'596 CHF | 511'096 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'383 CHF | 511'883 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'027 CHF | 511'527 CHF | 99.10% | 99.10% |
13.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'757 CHF | 511'257 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'435 CHF | 511'935 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 102.10 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'690 CHF | 512'190 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'980 CHF | 511'480 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 102.30 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'026 CHF | 512'526 CHF | 99.23% | 99.23% |