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% | 106.45 % | 106.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'042 CHF | 534'542 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.09 % | 105.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'194 CHF | 527'694 CHF | 89.36% | 89.36% |
18.11.2024 | 0.47% | 105.45 % | 105.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'575 CHF | 530'075 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 105.41 % | 105.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'277 CHF | 529'777 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.11 % | 105.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'184 CHF | 527'684 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.48 % | 104.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'748 CHF | 524'248 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.76 % | 104.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'681 CHF | 523'181 CHF | 98.60% | 98.60% |
11.11.2024 | 0.48% | 104.73 % | 105.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'864 CHF | 526'364 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.38 % | 104.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'580 CHF | 526'080 CHF | 98.66% | 98.66% |
07.11.2024 | 0.47% | 105.66 % | 106.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'033 CHF | 530'533 CHF | 100.00% | 100.00% |