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 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'350 CHF | 513'350 CHF | 97.95% | 97.95% |
19.11.2024 | 0.98% | 101.60 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'564 CHF | 513'564 CHF | 100.00% | 100.00% |
18.11.2024 | 0.98% | 101.70 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'234 CHF | 513'234 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'265 CHF | 512'265 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'528 CHF | 510'528 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'404 CHF | 511'404 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 101.00 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'676 CHF | 511'676 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'933 CHF | 513'933 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'329 CHF | 505'329 CHF | 100.00% | 100.00% |
07.11.2024 | 0.98% | 101.30 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'976 CHF | 510'976 CHF | 99.23% | 99.23% |