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% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'792 CHF | 508'292 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'337 CHF | 506'837 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'914 CHF | 507'414 CHF | 99.19% | 99.19% |
15.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'956 CHF | 508'456 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'766 CHF | 509'266 CHF | 99.16% | 99.16% |
13.11.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'804 CHF | 507'304 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'949 CHF | 508'449 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'322 CHF | 510'822 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'693 CHF | 511'193 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'546 CHF | 511'046 CHF | 99.09% | 99.09% |