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 | 0.47% | 105.46 % | 105.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'753 CHF | 530'253 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.44 % | 105.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'027 CHF | 529'527 CHF | 89.37% | 89.37% |
18.11.2024 | 0.47% | 105.45 % | 105.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'431 CHF | 529'931 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 105.35 % | 105.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'118 CHF | 529'618 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.44 % | 105.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'818 CHF | 529'318 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.16 % | 105.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'793 CHF | 528'293 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.22 % | 105.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'522 CHF | 529'022 CHF | 98.71% | 98.71% |
11.11.2024 | 0.47% | 105.41 % | 105.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'083 CHF | 529'583 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.33 % | 105.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'787 CHF | 529'287 CHF | 99.82% | 99.82% |
07.11.2024 | 0.47% | 105.34 % | 105.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'986 CHF | 529'486 CHF | 100.00% | 100.00% |