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% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'215 CHF | 508'715 CHF | 99.37% | 99.37% |
19.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'213 CHF | 506'713 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'409 CHF | 505'909 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'514 CHF | 506'063 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'910 CHF | 506'460 CHF | 99.10% | 99.10% |
13.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'679 CHF | 507'179 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'439 CHF | 508'939 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.40 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'054 CHF | 508'604 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'482 CHF | 508'982 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'667 CHF | 511'167 CHF | 99.23% | 99.23% |