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 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'089 CHF | 509'589 CHF | 99.37% | 99.37% |
19.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'351 CHF | 509'851 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'619 CHF | 510'119 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'000 CHF | 509'500 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'420 CHF | 509'920 CHF | 99.10% | 99.10% |
13.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'931 CHF | 510'431 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.50 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'941 CHF | 510'441 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'021 CHF | 511'521 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'484 CHF | 510'984 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'886 CHF | 513'386 CHF | 99.24% | 99.24% |