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 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'296 CHF | 518'796 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'814 CHF | 513'314 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'766 CHF | 512'266 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'158 CHF | 510'658 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'664 CHF | 509'164 CHF | 99.10% | 99.10% |
13.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'167 CHF | 508'667 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'800 CHF | 508'300 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 499'840 | 509'566 CHF | 510'902 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'952 CHF | 508'452 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'729 CHF | 510'229 CHF | 100.00% | 100.00% |