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 | 0.79% | 100.78 % | 101.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'912 CHF | 507'912 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'051 CHF | 508'051 CHF | 89.36% | 89.36% |
18.11.2024 | 0.79% | 100.81 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'890 CHF | 507'890 CHF | 99.66% | 99.66% |
15.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'253 CHF | 508'253 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.88 % | 101.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'183 CHF | 508'183 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'957 CHF | 507'957 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.81 % | 101.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'121 CHF | 508'121 CHF | 98.72% | 98.72% |
11.11.2024 | 0.79% | 100.86 % | 101.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'183 CHF | 508'183 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.79 % | 101.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'910 CHF | 507'910 CHF | 99.83% | 99.83% |
07.11.2024 | 0.79% | 100.80 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'130 CHF | 508'130 CHF | 100.00% | 100.00% |