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% | 101.50 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'038 CHF | 508'586 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 101.40 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'394 CHF | 506'944 CHF | 100.00% | 100.00% |
18.11.2024 | 0.31% | 101.40 % | 101.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'836 CHF | 508'386 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 101.50 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'865 CHF | 509'414 CHF | 100.00% | 100.00% |
14.11.2024 | 0.30% | 101.50 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'585 CHF | 509'135 CHF | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'155 CHF | 505'705 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'662 CHF | 507'212 CHF | 100.00% | 100.00% |
11.11.2024 | 0.31% | 101.30 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'995 CHF | 507'545 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'121 CHF | 505'671 CHF | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'903 CHF | 506'453 CHF | 99.23% | 99.23% |