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% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'251 CHF | 510'751 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'849 CHF | 510'349 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'818 CHF | 509'318 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'992 CHF | 509'492 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'545 CHF | 510'045 CHF | 99.10% | 99.10% |
13.11.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'552 CHF | 510'052 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'306 CHF | 510'806 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'072 CHF | 510'572 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'500 CHF | 511'000 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'877 CHF | 511'377 CHF | 95.45% | 95.45% |