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% | 103.94 % | 104.44 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'508 CHF | 522'008 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 103.88 % | 104.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'310 CHF | 521'810 CHF | 89.36% | 89.36% |
18.11.2024 | 0.48% | 103.87 % | 104.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'346 CHF | 521'846 CHF | 99.66% | 99.66% |
15.11.2024 | 0.48% | 103.85 % | 104.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'074 CHF | 521'574 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 103.84 % | 104.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'973 CHF | 521'473 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 103.68 % | 104.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'476 CHF | 520'976 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.64 % | 104.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'380 CHF | 520'880 CHF | 98.74% | 98.74% |
11.11.2024 | 0.48% | 103.73 % | 104.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'771 CHF | 521'271 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.78 % | 104.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'767 CHF | 521'267 CHF | 99.83% | 99.83% |
07.11.2024 | 0.48% | 103.72 % | 104.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'597 CHF | 521'097 CHF | 100.00% | 100.00% |