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% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'023 CHF | 518'523 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'077 CHF | 517'577 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'434 CHF | 517'934 CHF | 98.94% | 98.94% |
15.11.2024 | 0.48% | 103.15 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'071 CHF | 518'571 CHF | 99.36% | 99.36% |
14.11.2024 | 0.48% | 103.35 % | 103.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'762 CHF | 519'262 CHF | 99.37% | 99.37% |
13.11.2024 | 0.48% | 103.35 % | 103.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'571 CHF | 519'071 CHF | 65.05% | 65.05% |
12.11.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'477 CHF | 518'977 CHF | 99.14% | 99.14% |
11.11.2024 | 0.48% | 103.15 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'510 CHF | 519'010 CHF | 99.38% | 99.38% |
08.11.2024 | 0.48% | 103.20 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'870 CHF | 518'370 CHF | 99.37% | 99.37% |
07.11.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'920 CHF | 518'420 CHF | 98.56% | 98.56% |