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 | 0.31% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'561 CHF | 508'109 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'064 CHF | 507'614 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 102.20 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'045 CHF | 512'595 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 102.10 % | 102.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'550 CHF | 513'098 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 102.40 % | 102.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'200 CHF | 513'750 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 102.50 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'822 CHF | 513'372 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 103.20 % | 103.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'438 CHF | 517'988 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 102.60 % | 102.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'138 CHF | 514'688 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 102.00 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'192 CHF | 512'742 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 102.50 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'417 CHF | 514'967 CHF | 99.24% | 99.24% |