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% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'196 CHF | 511'696 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'267 CHF | 510'767 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'805 CHF | 512'305 CHF | 98.95% | 98.95% |
15.11.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'079 CHF | 512'579 CHF | 99.36% | 99.36% |
14.11.2024 | 0.49% | 101.90 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'704 CHF | 512'204 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'121 CHF | 512'621 CHF | 65.04% | 65.04% |
12.11.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'064 CHF | 512'564 CHF | 99.16% | 99.16% |
11.11.2024 | 0.49% | 102.20 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'787 CHF | 513'287 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'007 CHF | 512'507 CHF | 99.37% | 99.37% |
07.11.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'148 CHF | 512'648 CHF | 98.56% | 98.56% |