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 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'015 CHF | 510'515 CHF | 100.00% | 100.00% |
19.11.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'448 CHF | 509'948 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'131 CHF | 509'631 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'460 CHF | 508'960 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 102.50 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'577 CHF | 513'077 CHF | 99.10% | 99.10% |
13.11.2024 | 0.29% | 102.40 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'781 CHF | 512'281 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 102.50 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'158 CHF | 513'658 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 102.50 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'815 CHF | 514'315 CHF | 100.00% | 100.00% |
08.11.2024 | 0.29% | 102.50 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'156 CHF | 513'656 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 102.20 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'972 CHF | 512'472 CHF | 99.24% | 99.24% |