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% | 102.20 % | 102.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'476 CHF | 513'025 CHF | 100.00% | 100.00% |
19.11.2024 | 0.30% | 101.40 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'750 CHF | 509'300 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 101.80 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'965 CHF | 510'515 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 101.70 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'422 CHF | 509'971 CHF | 99.04% | 99.04% |
14.11.2024 | 0.30% | 101.90 % | 102.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'019 CHF | 510'569 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 101.60 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'990 CHF | 508'540 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 101.40 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'888 CHF | 509'438 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 101.60 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'458 CHF | 510'008 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 101.70 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'307 CHF | 509'857 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 101.80 % | 102.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'537 CHF | 510'087 CHF | 99.24% | 99.24% |