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% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'596 CHF | 507'096 CHF | 99.38% | 99.38% |
19.11.2024 | 0.50% | 100.45 % | 100.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'390 CHF | 503'890 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 100.55 % | 101.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'436 CHF | 506'936 CHF | 98.93% | 98.93% |
15.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'831 CHF | 508'331 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'235 CHF | 506'735 CHF | 99.37% | 99.37% |
13.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'462 CHF | 506'962 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 100.95 % | 101.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'052 CHF | 507'552 CHF | 99.16% | 99.16% |
11.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'546 CHF | 509'046 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'163 CHF | 507'663 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 100.65 % | 101.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'175 CHF | 506'675 CHF | 98.56% | 98.56% |