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 | 0.46% | 108.39 % | 108.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'950 CHF | 544'450 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 108.38 % | 108.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'900 CHF | 544'400 CHF | 89.38% | 89.38% |
18.11.2024 | 0.46% | 108.38 % | 108.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'900 CHF | 544'400 CHF | 99.66% | 99.66% |
15.11.2024 | 0.46% | 108.38 % | 108.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'900 CHF | 544'400 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 108.38 % | 108.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'900 CHF | 544'400 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 108.36 % | 108.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'800 CHF | 544'300 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 108.36 % | 108.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'800 CHF | 544'300 CHF | 98.73% | 98.73% |
11.11.2024 | 0.46% | 108.36 % | 108.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'800 CHF | 544'300 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 108.35 % | 108.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'750 CHF | 544'250 CHF | 99.83% | 99.83% |
07.11.2024 | 0.46% | 108.35 % | 108.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 541'750 CHF | 544'250 CHF | 100.00% | 100.00% |