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 | 508'442 CHF | 509'991 CHF | 100.00% | 100.00% |
19.11.2024 | 0.31% | 101.50 % | 101.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'067 CHF | 508'617 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 101.60 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'559 CHF | 509'109 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 101.70 % | 102.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'098 CHF | 508'646 CHF | 99.04% | 99.04% |
14.11.2024 | 0.30% | 102.00 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'126 CHF | 512'676 CHF | 99.10% | 99.10% |
13.11.2024 | 0.30% | 102.50 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'080 CHF | 513'630 CHF | 100.00% | 100.00% |
12.11.2024 | 0.30% | 102.50 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'474 CHF | 514'024 CHF | 100.00% | 100.00% |
11.11.2024 | 0.30% | 102.60 % | 102.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'576 CHF | 514'126 CHF | 100.00% | 100.00% |
08.11.2024 | 0.30% | 102.00 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'294 CHF | 511'844 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 102.00 % | 102.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'702 CHF | 511'252 CHF | 99.24% | 99.24% |