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% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'883 CHF | 511'383 CHF | 99.37% | 99.37% |
19.11.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'953 CHF | 511'453 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'050 CHF | 510'550 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'441 CHF | 510'941 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'296 CHF | 510'796 CHF | 99.10% | 99.10% |
13.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'464 CHF | 510'964 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'657 CHF | 511'157 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'992 CHF | 511'492 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'520 CHF | 511'020 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 102.00 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'916 CHF | 511'416 CHF | 99.23% | 99.23% |