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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'709 CHF | 512'709 CHF | 100.00% | 100.00% |
20.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'370 CHF | 513'370 CHF | 97.94% | 97.94% |
19.11.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'039 CHF | 514'039 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'481 CHF | 513'481 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'095 CHF | 513'095 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'522 CHF | 513'522 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'503 CHF | 513'503 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'693 CHF | 514'693 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'883 CHF | 514'883 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'495 CHF | 514'495 CHF | 100.00% | 100.00% |