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 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 514'000 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 514'000 CHF | 89.37% | 89.37% |
18.11.2024 | 0.49% | 102.30 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'500 CHF | 514'000 CHF | 99.67% | 99.67% |
15.11.2024 | 0.49% | 102.29 % | 102.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'450 CHF | 513'950 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.29 % | 102.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'450 CHF | 513'950 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.28 % | 102.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'400 CHF | 513'900 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.28 % | 102.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'400 CHF | 513'900 CHF | 98.72% | 98.72% |
11.11.2024 | 0.49% | 102.27 % | 102.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'350 CHF | 513'850 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.27 % | 102.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'350 CHF | 513'850 CHF | 99.83% | 99.83% |
07.11.2024 | 0.49% | 102.27 % | 102.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'350 CHF | 513'850 CHF | 100.00% | 100.00% |