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% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'439 CHF | 508'939 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'442 CHF | 508'942 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'569 CHF | 509'069 CHF | 99.19% | 99.19% |
15.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'604 CHF | 509'104 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'453 CHF | 507'953 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'603 CHF | 506'103 CHF | 99.17% | 99.17% |
12.11.2024 | 0.50% | 100.25 % | 100.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'918 CHF | 504'418 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'587 CHF | 508'087 CHF | 99.17% | 99.17% |
08.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'895 CHF | 508'395 CHF | 99.17% | 99.17% |
07.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'534 CHF | 508'034 CHF | 99.08% | 99.08% |