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% | 111.71 % | 112.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'550 CHF | 561'050 CHF | 99.49% | 99.49% |
19.11.2024 | 0.45% | 111.71 % | 112.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'550 CHF | 561'050 CHF | 88.87% | 88.87% |
18.11.2024 | 0.45% | 111.70 % | 112.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'500 CHF | 561'000 CHF | 99.17% | 99.17% |
15.11.2024 | 0.45% | 111.69 % | 112.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'424 CHF | 560'924 CHF | 99.49% | 99.49% |
14.11.2024 | 0.45% | 111.69 % | 112.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'450 CHF | 560'950 CHF | 99.49% | 99.49% |
13.11.2024 | 0.45% | 111.68 % | 112.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'410 CHF | 560'910 CHF | 99.49% | 99.49% |
12.11.2024 | 0.45% | 111.67 % | 112.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'368 CHF | 560'868 CHF | 98.24% | 98.24% |
11.11.2024 | 0.45% | 111.67 % | 112.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 558'380 CHF | 560'880 CHF | 99.49% | 99.49% |
08.11.2024 | 0.45% | 111.60 % | 112.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 557'720 CHF | 560'220 CHF | 99.34% | 99.34% |
07.11.2024 | 0.45% | 111.46 % | 111.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 556'512 CHF | 559'012 CHF | 99.49% | 99.49% |