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 | 0.57% | 103.94 % | 104.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'882 CHF | 523'882 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 103.99 % | 104.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'556 CHF | 522'556 CHF | 89.36% | 89.36% |
18.11.2024 | 0.57% | 104.25 % | 104.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'894 CHF | 523'894 CHF | 99.66% | 99.66% |
15.11.2024 | 0.58% | 103.74 % | 104.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'060 CHF | 523'060 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 104.21 % | 104.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'648 CHF | 523'648 CHF | 100.00% | 100.00% |
13.11.2024 | 0.58% | 103.88 % | 104.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'999 CHF | 522'999 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 104.24 % | 104.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'153 CHF | 525'153 CHF | 98.72% | 98.72% |
11.11.2024 | 0.57% | 104.74 % | 105.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'624 CHF | 526'624 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 104.18 % | 104.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'810 CHF | 523'810 CHF | 99.83% | 99.83% |
07.11.2024 | 0.57% | 104.10 % | 104.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'652 CHF | 524'652 CHF | 100.00% | 100.00% |