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% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'019 CHF | 508'519 CHF | 99.08% | 99.08% |
19.11.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'845 CHF | 509'345 CHF | 99.37% | 99.37% |
18.11.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'891 CHF | 511'391 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 101.10 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'610 CHF | 509'110 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'436 CHF | 508'936 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.30 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'284 CHF | 506'784 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'137 CHF | 507'637 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'657 CHF | 509'157 CHF | 99.38% | 99.38% |
08.11.2024 | 0.50% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'609 CHF | 506'109 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'127 CHF | 509'627 CHF | 98.77% | 98.77% |