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% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'867 CHF | 511'367 CHF | 99.37% | 99.37% |
19.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'927 CHF | 501'427 CHF | 99.38% | 99.38% |
18.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'200 CHF | 503'700 CHF | 98.93% | 98.93% |
15.11.2024 | 0.50% | 100.35 % | 100.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'727 CHF | 505'227 CHF | 98.90% | 98.90% |
14.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'525 CHF | 507'025 CHF | 99.38% | 99.38% |
13.11.2024 | 0.50% | 100.15 % | 100.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'795 CHF | 502'295 CHF | 65.04% | 65.04% |
12.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'006 CHF | 505'506 CHF | 99.16% | 99.16% |
11.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'405 CHF | 507'905 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'570 CHF | 508'070 CHF | 99.38% | 99.38% |
07.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'622 CHF | 509'122 CHF | 98.56% | 98.56% |