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% | 106.48 % | 106.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'400 CHF | 534'900 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.48 % | 106.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'400 CHF | 534'900 CHF | 89.36% | 89.36% |
18.11.2024 | 0.47% | 106.48 % | 106.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'400 CHF | 534'900 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 106.47 % | 106.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'350 CHF | 534'850 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.47 % | 106.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'350 CHF | 534'850 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.46 % | 106.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'300 CHF | 534'800 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.46 % | 106.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'300 CHF | 534'800 CHF | 98.72% | 98.72% |
11.11.2024 | 0.47% | 106.46 % | 106.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'300 CHF | 534'800 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.45 % | 106.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'250 CHF | 534'750 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 106.45 % | 106.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'250 CHF | 534'750 CHF | 100.00% | 100.00% |