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% | 106.00 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'352 CHF | 532'852 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.96 % | 106.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'858 CHF | 532'358 CHF | 89.38% | 89.38% |
18.11.2024 | 0.47% | 106.09 % | 106.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'862 CHF | 532'362 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 105.93 % | 106.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'888 CHF | 532'388 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.02 % | 106.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'946 CHF | 532'446 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.98 % | 106.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'643 CHF | 532'143 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.86 % | 106.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'342 CHF | 532'842 CHF | 98.74% | 98.74% |
11.11.2024 | 0.47% | 106.16 % | 106.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'803 CHF | 533'303 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.11 % | 106.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'593 CHF | 533'093 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 106.19 % | 106.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'802 CHF | 533'302 CHF | 100.00% | 100.00% |