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% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'676 CHF | 517'176 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'999 CHF | 516'499 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'963 CHF | 517'463 CHF | 99.20% | 99.20% |
15.11.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'476 CHF | 517'976 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'754 CHF | 517'254 CHF | 99.16% | 99.16% |
13.11.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'802 CHF | 517'302 CHF | 99.17% | 99.17% |
12.11.2024 | 0.48% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'782 CHF | 518'282 CHF | 99.17% | 99.17% |
11.11.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'864 CHF | 519'364 CHF | 99.17% | 99.17% |
08.11.2024 | 0.48% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'675 CHF | 518'175 CHF | 99.17% | 99.17% |
07.11.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'660 CHF | 517'160 CHF | 99.08% | 99.08% |