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% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'683 CHF | 508'183 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'193 CHF | 504'693 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 100.70 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'808 CHF | 505'308 CHF | 98.94% | 98.94% |
15.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'510 CHF | 506'010 CHF | 99.35% | 99.35% |
14.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'605 CHF | 507'105 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'131 CHF | 507'631 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'013 CHF | 509'513 CHF | 99.15% | 99.15% |
11.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'215 CHF | 510'715 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'050 CHF | 509'550 CHF | 99.38% | 99.38% |
07.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'655 CHF | 510'155 CHF | 98.56% | 98.56% |