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% | 103.35 % | 103.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'092 CHF | 519'592 CHF | 99.38% | 99.38% |
19.11.2024 | 0.48% | 103.25 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'388 CHF | 518'888 CHF | 99.37% | 99.37% |
18.11.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'923 CHF | 519'423 CHF | 99.37% | 99.37% |
15.11.2024 | 0.48% | 103.25 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'971 CHF | 518'471 CHF | 99.38% | 99.38% |
14.11.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'761 CHF | 518'261 CHF | 99.38% | 99.38% |
13.11.2024 | 0.48% | 103.25 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'333 CHF | 518'833 CHF | 99.38% | 99.38% |
12.11.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'008 CHF | 518'508 CHF | 99.38% | 99.38% |
11.11.2024 | 0.48% | 103.35 % | 103.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'798 CHF | 519'298 CHF | 99.37% | 99.37% |
08.11.2024 | 0.48% | 103.35 % | 103.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'466 CHF | 518'966 CHF | 99.35% | 99.35% |
07.11.2024 | 0.48% | 103.35 % | 103.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'158 CHF | 519'658 CHF | 98.79% | 98.79% |