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% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'781 CHF | 507'281 CHF | 99.37% | 99.37% |
19.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'291 CHF | 507'791 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'396 CHF | 507'896 CHF | 100.00% | 100.00% |
15.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'655 CHF | 506'203 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'158 CHF | 505'658 CHF | 99.10% | 99.10% |
13.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'913 CHF | 506'413 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 100.60 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'782 CHF | 506'282 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'480 CHF | 509'980 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'916 CHF | 506'416 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'582 CHF | 509'082 CHF | 99.23% | 99.23% |