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 | 0.46% | 107.66 % | 108.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'300 CHF | 540'800 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 107.66 % | 108.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'271 CHF | 540'771 CHF | 89.40% | 89.40% |
18.11.2024 | 0.46% | 107.65 % | 108.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'213 CHF | 540'713 CHF | 99.67% | 99.67% |
15.11.2024 | 0.46% | 107.49 % | 107.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'004 CHF | 540'504 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 107.65 % | 108.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'187 CHF | 540'687 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 107.60 % | 108.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'030 CHF | 540'530 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 107.60 % | 108.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'073 CHF | 540'573 CHF | 98.72% | 98.72% |
11.11.2024 | 0.46% | 107.63 % | 108.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'147 CHF | 540'647 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 107.62 % | 108.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'109 CHF | 540'609 CHF | 99.83% | 99.83% |
07.11.2024 | 0.46% | 107.62 % | 108.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'132 CHF | 540'632 CHF | 100.00% | 100.00% |