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 | 506'855 CHF | 509'355 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.20 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'587 CHF | 509'087 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'904 CHF | 508'404 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 100.90 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'529 CHF | 507'029 CHF | 99.38% | 99.38% |
14.11.2024 | 0.50% | 100.85 % | 101.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'953 CHF | 505'453 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'964 CHF | 506'464 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 100.75 % | 101.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'778 CHF | 507'278 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 101.45 % | 101.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'026 CHF | 510'526 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 101.05 % | 101.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'110 CHF | 507'610 CHF | 99.35% | 99.35% |
07.11.2024 | 0.49% | 101.25 % | 101.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'703 CHF | 509'203 CHF | 63.05% | 63.05% |