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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.11.2024 | 0.30% | 101.30 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'501 CHF | 508'001 CHF | 100.00% | 100.00% |
27.11.2024 | 0.29% | 101.20 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'096 CHF | 509'596 CHF | 99.90% | 99.90% |
26.11.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'862 CHF | 509'362 CHF | 99.37% | 99.37% |
25.11.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'980 CHF | 509'480 CHF | 100.00% | 100.00% |
22.11.2024 | 0.29% | 101.60 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'050 CHF | 509'550 CHF | 99.90% | 99.90% |
20.11.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'517 CHF | 509'017 CHF | 99.37% | 99.37% |
19.11.2024 | 0.30% | 101.50 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'322 CHF | 508'822 CHF | 100.00% | 100.00% |
18.11.2024 | 0.30% | 101.10 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'712 CHF | 507'212 CHF | 100.00% | 100.00% |
15.11.2024 | 0.30% | 101.00 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'232 CHF | 507'732 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'500 CHF | 510'000 CHF | 99.10% | 99.10% |