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% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'414 CHF | 519'914 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'193 CHF | 519'693 CHF | 99.38% | 99.38% |
18.11.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'802 CHF | 519'302 CHF | 99.38% | 99.38% |
15.11.2024 | 0.48% | 103.25 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'389 CHF | 518'889 CHF | 99.38% | 99.38% |
14.11.2024 | 0.48% | 103.35 % | 103.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'843 CHF | 518'343 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'309 CHF | 518'809 CHF | 99.38% | 99.38% |
12.11.2024 | 0.48% | 103.25 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'914 CHF | 519'414 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 103.45 % | 103.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'588 CHF | 520'088 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 103.25 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'255 CHF | 518'755 CHF | 99.35% | 99.35% |
07.11.2024 | 0.48% | 103.35 % | 103.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'208 CHF | 519'708 CHF | 98.80% | 98.80% |