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% | 108.19 % | 108.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'950 CHF | 543'450 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 108.18 % | 108.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'900 CHF | 543'400 CHF | 89.36% | 89.36% |
18.11.2024 | 0.46% | 108.18 % | 108.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'900 CHF | 543'400 CHF | 99.67% | 99.67% |
15.11.2024 | 0.46% | 108.18 % | 108.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'900 CHF | 543'400 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 108.18 % | 108.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'900 CHF | 543'400 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 108.17 % | 108.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'850 CHF | 543'350 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 108.16 % | 108.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'800 CHF | 543'300 CHF | 98.73% | 98.73% |
11.11.2024 | 0.46% | 108.16 % | 108.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'800 CHF | 543'300 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 108.15 % | 108.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'750 CHF | 543'250 CHF | 99.83% | 99.83% |
07.11.2024 | 0.46% | 108.15 % | 108.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 540'750 CHF | 543'250 CHF | 100.00% | 100.00% |