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 | 0.48% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'510 CHF | 519'010 CHF | 99.37% | 99.37% |
19.11.2024 | 0.48% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'490 CHF | 516'990 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'853 CHF | 517'353 CHF | 98.94% | 98.94% |
15.11.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'442 CHF | 517'942 CHF | 99.35% | 99.35% |
14.11.2024 | 0.48% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'162 CHF | 518'662 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'532 CHF | 519'032 CHF | 65.04% | 65.04% |
12.11.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'839 CHF | 520'339 CHF | 99.15% | 99.15% |
11.11.2024 | 0.48% | 103.70 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'648 CHF | 521'148 CHF | 99.38% | 99.38% |
08.11.2024 | 0.48% | 103.60 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'020 CHF | 520'520 CHF | 99.37% | 99.37% |
07.11.2024 | 0.48% | 103.65 % | 104.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'470 CHF | 520'970 CHF | 98.56% | 98.56% |