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% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'387 CHF | 516'887 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'942 CHF | 516'442 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 102.95 % | 103.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'662 CHF | 517'162 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'502 CHF | 516'002 CHF | 98.92% | 98.92% |
14.11.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'774 CHF | 519'274 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'513 CHF | 519'013 CHF | 99.38% | 99.38% |
12.11.2024 | 0.48% | 103.80 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'050 CHF | 521'550 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 103.70 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'318 CHF | 520'818 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 103.15 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'822 CHF | 518'322 CHF | 99.35% | 99.35% |
07.11.2024 | 0.48% | 103.25 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'017 CHF | 518'517 CHF | 98.80% | 98.80% |