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 | 0.45% | 109.71 % | 110.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'550 CHF | 551'050 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 109.71 % | 110.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'550 CHF | 551'050 CHF | 89.38% | 89.38% |
18.11.2024 | 0.45% | 109.71 % | 110.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'550 CHF | 551'050 CHF | 99.66% | 99.66% |
15.11.2024 | 0.45% | 109.70 % | 110.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'500 CHF | 551'000 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 109.70 % | 110.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'500 CHF | 551'000 CHF | 100.00% | 100.00% |
13.11.2024 | 0.45% | 109.69 % | 110.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'450 CHF | 550'950 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 109.69 % | 110.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'450 CHF | 550'950 CHF | 98.73% | 98.73% |
11.11.2024 | 0.45% | 109.68 % | 110.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'399 CHF | 550'899 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 109.63 % | 110.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'265 CHF | 550'765 CHF | 99.83% | 99.83% |
07.11.2024 | 0.45% | 109.66 % | 110.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'308 CHF | 550'808 CHF | 100.00% | 100.00% |