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 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'102 CHF | 513'602 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.75 % | 102.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'887 CHF | 511'387 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'618 CHF | 513'118 CHF | 98.94% | 98.94% |
15.11.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'069 CHF | 513'569 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'605 CHF | 514'105 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 102.45 % | 102.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'936 CHF | 514'436 CHF | 65.05% | 65.05% |
12.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'108 CHF | 513'608 CHF | 99.16% | 99.16% |
11.11.2024 | 0.49% | 102.35 % | 102.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'581 CHF | 514'081 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'940 CHF | 513'440 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'730 CHF | 514'230 CHF | 98.56% | 98.56% |