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 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'577 CHF | 513'577 CHF | 97.94% | 97.94% |
19.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'516 CHF | 513'516 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'316 CHF | 513'316 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'978 CHF | 512'978 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'691 CHF | 513'691 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'567 CHF | 513'567 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 102.00 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'134 CHF | 514'134 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'211 CHF | 514'211 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'973 CHF | 513'973 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'863 CHF | 514'863 CHF | 99.23% | 99.23% |