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% | 106.39 % | 106.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'084 CHF | 534'584 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.33 % | 106.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'502 CHF | 534'002 CHF | 89.37% | 89.37% |
18.11.2024 | 0.47% | 106.38 % | 106.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'250 CHF | 533'750 CHF | 99.68% | 99.68% |
15.11.2024 | 0.47% | 106.20 % | 106.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'950 CHF | 533'450 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.41 % | 106.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'236 CHF | 533'736 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.39 % | 106.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'701 CHF | 533'201 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.97 % | 106.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'616 CHF | 534'116 CHF | 98.72% | 98.72% |
11.11.2024 | 0.47% | 106.53 % | 107.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'644 CHF | 535'144 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.48 % | 106.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'024 CHF | 534'524 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 106.34 % | 106.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'974 CHF | 534'474 CHF | 100.00% | 100.00% |