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 | 0.94% | 106.04 % | 107.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'581 CHF | 535'581 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 106.03 % | 107.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'729 CHF | 534'729 CHF | 89.36% | 89.36% |
18.11.2024 | 0.94% | 105.96 % | 106.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'224 CHF | 534'224 CHF | 99.66% | 99.66% |
15.11.2024 | 0.94% | 105.88 % | 106.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'329 CHF | 535'329 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 106.28 % | 107.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'502 CHF | 535'502 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 105.86 % | 106.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'232 CHF | 534'232 CHF | 100.00% | 100.00% |
12.11.2024 | 0.94% | 106.15 % | 107.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'221 CHF | 537'221 CHF | 98.71% | 98.71% |
11.11.2024 | 0.93% | 106.63 % | 107.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'453 CHF | 538'453 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 106.16 % | 107.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'900 CHF | 535'900 CHF | 99.83% | 99.83% |
07.11.2024 | 0.94% | 106.36 % | 107.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'119 CHF | 537'119 CHF | 100.00% | 100.00% |