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 | 0.30% | 102.00 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'470 CHF | 510'019 CHF | 99.37% | 99.37% |
19.11.2024 | 0.31% | 101.40 % | 101.71 % | 500'000 | 500'000 | 492'406 | 492'406 | 500'509 CHF | 502'073 CHF | 97.36% | 97.36% |
18.11.2024 | 0.30% | 101.80 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'203 CHF | 510'753 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 102.00 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'816 CHF | 511'365 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 102.10 % | 102.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'092 CHF | 511'642 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 101.80 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'639 CHF | 510'189 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 102.10 % | 102.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'893 CHF | 512'443 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 102.30 % | 102.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'886 CHF | 513'436 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 102.10 % | 102.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'053 CHF | 511'603 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 102.00 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'470 CHF | 512'020 CHF | 99.23% | 99.23% |