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% | 103.00 % | 103.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'538 CHF | 517'087 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 103.00 % | 103.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'763 CHF | 516'313 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 103.10 % | 103.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'261 CHF | 516'811 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 103.20 % | 103.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'251 CHF | 516'799 CHF | 99.04% | 99.04% |
14.11.2024 | 0.30% | 103.40 % | 103.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'438 CHF | 518'988 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 103.70 % | 104.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'298 CHF | 519'848 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 103.70 % | 104.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'598 CHF | 520'148 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 103.80 % | 104.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'715 CHF | 520'265 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 103.50 % | 103.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'529 CHF | 519'079 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 103.50 % | 103.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'104 CHF | 518'654 CHF | 99.24% | 99.24% |