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% | 106.67 % | 107.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'350 CHF | 535'850 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.67 % | 107.17 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'350 CHF | 535'850 CHF | 89.36% | 89.36% |
18.11.2024 | 0.47% | 106.66 % | 107.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'310 CHF | 535'810 CHF | 99.68% | 99.68% |
15.11.2024 | 0.47% | 106.66 % | 107.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'300 CHF | 535'800 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.66 % | 107.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'300 CHF | 535'800 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.65 % | 107.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'250 CHF | 535'750 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.65 % | 107.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'250 CHF | 535'750 CHF | 98.72% | 98.72% |
11.11.2024 | 0.47% | 106.64 % | 107.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'200 CHF | 535'700 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.64 % | 107.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'200 CHF | 535'700 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 106.64 % | 107.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'200 CHF | 535'700 CHF | 100.00% | 100.00% |