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 | 0.48% | 103.89 % | 104.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'580 CHF | 522'080 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 103.89 % | 104.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'396 CHF | 521'896 CHF | 89.37% | 89.37% |
18.11.2024 | 0.48% | 103.95 % | 104.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'614 CHF | 522'114 CHF | 99.68% | 99.68% |
15.11.2024 | 0.48% | 103.88 % | 104.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'542 CHF | 522'042 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 103.93 % | 104.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'593 CHF | 522'093 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 103.88 % | 104.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'394 CHF | 521'894 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.89 % | 104.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'547 CHF | 522'047 CHF | 98.74% | 98.74% |
11.11.2024 | 0.48% | 103.92 % | 104.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'628 CHF | 522'128 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.89 % | 104.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'444 CHF | 521'944 CHF | 99.83% | 99.83% |
07.11.2024 | 0.48% | 103.90 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'438 CHF | 521'938 CHF | 100.00% | 100.00% |