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% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'322 CHF | 510'822 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'518 CHF | 509'018 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'707 CHF | 510'207 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'399 CHF | 509'899 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'225 CHF | 509'725 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'699 CHF | 509'199 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'539 CHF | 511'039 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'030 CHF | 511'530 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'663 CHF | 510'163 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'643 CHF | 512'143 CHF | 98.79% | 98.79% |