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% | 107.71 % | 108.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'550 CHF | 541'050 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 107.70 % | 108.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'500 CHF | 541'000 CHF | 89.38% | 89.38% |
18.11.2024 | 0.46% | 107.70 % | 108.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'500 CHF | 541'000 CHF | 99.68% | 99.68% |
15.11.2024 | 0.46% | 107.70 % | 108.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'500 CHF | 541'000 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 107.69 % | 108.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'460 CHF | 540'960 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 107.68 % | 108.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'412 CHF | 540'912 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 107.68 % | 108.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'400 CHF | 540'900 CHF | 98.75% | 98.75% |
11.11.2024 | 0.46% | 107.68 % | 108.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'400 CHF | 540'900 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 107.66 % | 108.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'349 CHF | 540'849 CHF | 99.84% | 99.84% |
07.11.2024 | 0.46% | 107.66 % | 108.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'262 CHF | 540'762 CHF | 100.00% | 100.00% |