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 | 0.77% | 103.50 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'499 CHF | 521'499 CHF | 98.28% | 98.28% |
19.11.2024 | 0.77% | 103.40 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'886 CHF | 520'886 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 103.40 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'000 CHF | 522'000 CHF | 100.00% | 100.00% |
15.11.2024 | 0.96% | 103.40 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'000 CHF | 522'000 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 103.50 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'500 CHF | 521'500 CHF | 100.00% | 100.00% |
13.11.2024 | 0.77% | 103.50 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'779 CHF | 521'779 CHF | 99.83% | 99.83% |
12.11.2024 | 0.96% | 103.50 % | 104.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'500 CHF | 522'500 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 103.60 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'795 CHF | 522'795 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 103.50 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'728 CHF | 521'728 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 103.80 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'992 CHF | 522'992 CHF | 100.00% | 100.00% |