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% | 105.99 % | 106.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'981 CHF | 532'481 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.95 % | 106.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'816 CHF | 532'316 CHF | 89.36% | 89.36% |
18.11.2024 | 0.47% | 105.96 % | 106.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'805 CHF | 532'305 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 105.96 % | 106.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'807 CHF | 532'307 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.95 % | 106.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'791 CHF | 532'291 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.90 % | 106.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'565 CHF | 532'065 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.89 % | 106.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'544 CHF | 532'044 CHF | 98.73% | 98.73% |
11.11.2024 | 0.47% | 105.91 % | 106.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'587 CHF | 532'087 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.89 % | 106.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'484 CHF | 531'984 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 105.90 % | 106.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'503 CHF | 532'003 CHF | 100.00% | 100.00% |