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% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'624 CHF | 514'124 CHF | 99.37% | 99.37% |
19.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'883 CHF | 514'383 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'830 CHF | 514'330 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'626 CHF | 515'126 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'863 CHF | 514'363 CHF | 99.10% | 99.10% |
13.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'011 CHF | 514'511 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'318 CHF | 514'818 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'873 CHF | 515'373 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.50 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'468 CHF | 514'968 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'232 CHF | 515'732 CHF | 99.23% | 99.23% |