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 | 0.48% | 104.20 % | 104.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'884 CHF | 524'384 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.18 % | 104.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'105 CHF | 523'605 CHF | 89.36% | 89.36% |
18.11.2024 | 0.48% | 104.33 % | 104.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'609 CHF | 524'109 CHF | 99.68% | 99.68% |
15.11.2024 | 0.48% | 104.28 % | 104.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'692 CHF | 524'192 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.29 % | 104.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'804 CHF | 523'304 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.03 % | 104.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'129 CHF | 522'629 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.90 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'674 CHF | 523'174 CHF | 98.72% | 98.72% |
11.11.2024 | 0.48% | 104.22 % | 104.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'390 CHF | 523'890 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.99 % | 104.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'231 CHF | 522'731 CHF | 99.83% | 99.83% |
07.11.2024 | 0.48% | 104.11 % | 104.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'836 CHF | 523'336 CHF | 100.00% | 100.00% |