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% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'937 CHF | 513'437 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 102.00 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'544 CHF | 513'044 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 102.05 % | 102.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'620 CHF | 512'120 CHF | 99.38% | 99.38% |
15.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'023 CHF | 511'523 CHF | 99.38% | 99.38% |
14.11.2024 | 0.49% | 101.85 % | 102.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'533 CHF | 510'033 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'353 CHF | 510'853 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'308 CHF | 511'808 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 102.25 % | 102.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'835 CHF | 514'335 CHF | 99.37% | 99.37% |
08.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'211 CHF | 510'711 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'024 CHF | 512'524 CHF | 98.80% | 98.80% |