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% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'630 CHF | 513'130 CHF | 99.37% | 99.37% |
19.11.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'400 CHF | 512'900 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'984 CHF | 513'484 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'439 CHF | 513'939 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'090 CHF | 513'590 CHF | 99.10% | 99.10% |
13.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'359 CHF | 513'859 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'182 CHF | 513'682 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 102.40 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'532 CHF | 515'032 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'690 CHF | 514'190 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'210 CHF | 514'710 CHF | 99.23% | 99.23% |