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% | 105.32 % | 105.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'216 CHF | 529'716 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.98 % | 105.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'840 CHF | 527'340 CHF | 89.36% | 89.36% |
18.11.2024 | 0.47% | 105.41 % | 105.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'019 CHF | 530'519 CHF | 99.66% | 99.66% |
15.11.2024 | 0.47% | 105.43 % | 105.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'111 CHF | 530'611 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.68 % | 106.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'960 CHF | 530'460 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.55 % | 106.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'467 CHF | 529'967 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.56 % | 106.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'525 CHF | 531'025 CHF | 98.73% | 98.73% |
11.11.2024 | 0.47% | 105.93 % | 106.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'580 CHF | 532'080 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.84 % | 106.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'602 CHF | 531'102 CHF | 99.84% | 99.84% |
07.11.2024 | 0.47% | 105.85 % | 106.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'239 CHF | 531'739 CHF | 100.00% | 100.00% |