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% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'034 CHF | 506'534 CHF | 99.17% | 99.17% |
19.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'530 CHF | 506'030 CHF | 96.92% | 96.92% |
18.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'725 CHF | 507'225 CHF | 99.20% | 99.20% |
15.11.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'724 CHF | 508'224 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'649 CHF | 508'149 CHF | 99.16% | 99.16% |
13.11.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'503 CHF | 507'003 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'920 CHF | 509'420 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'838 CHF | 510'338 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'642 CHF | 509'142 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'990 CHF | 509'490 CHF | 99.08% | 99.08% |