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% | 101.35 % | 101.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'548 CHF | 511'048 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'046 CHF | 510'546 CHF | 99.17% | 99.17% |
18.11.2024 | 0.49% | 101.15 % | 101.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'757 CHF | 508'257 CHF | 99.20% | 99.20% |
15.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'784 CHF | 508'284 CHF | 99.17% | 99.17% |
14.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'714 CHF | 508'214 CHF | 99.13% | 99.13% |
13.11.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'344 CHF | 506'844 CHF | 99.17% | 99.17% |
12.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'058 CHF | 508'558 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 101.00 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'773 CHF | 507'273 CHF | 99.17% | 99.17% |
08.11.2024 | 0.50% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'715 CHF | 504'215 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'424 CHF | 503'924 CHF | 99.06% | 99.06% |