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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.49% | 101.80 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'634 CHF | 511'134 CHF | 99.37% | 99.37% |
20.11.2024 | 0.49% | 101.40 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'499 CHF | 510'999 CHF | 99.38% | 99.38% |
19.11.2024 | 0.49% | 101.70 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'592 CHF | 510'092 CHF | 99.38% | 99.38% |
18.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'989 CHF | 510'489 CHF | 99.37% | 99.37% |
15.11.2024 | 0.49% | 101.65 % | 102.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'928 CHF | 510'428 CHF | 98.92% | 98.92% |
14.11.2024 | 0.49% | 102.15 % | 102.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'248 CHF | 514'748 CHF | 99.38% | 99.38% |
13.11.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'461 CHF | 513'961 CHF | 99.38% | 99.38% |
12.11.2024 | 0.49% | 102.65 % | 103.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'403 CHF | 515'903 CHF | 99.38% | 99.38% |
11.11.2024 | 0.49% | 102.90 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'579 CHF | 516'079 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 102.10 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'605 CHF | 513'105 CHF | 99.34% | 99.34% |