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% | 109.58 % | 110.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'103 CHF | 550'603 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 109.30 % | 109.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 544'997 CHF | 547'497 CHF | 89.36% | 89.36% |
18.11.2024 | 0.46% | 109.30 % | 109.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 546'376 CHF | 548'876 CHF | 99.67% | 99.67% |
15.11.2024 | 0.46% | 109.31 % | 109.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 546'257 CHF | 548'757 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 108.70 % | 109.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'306 CHF | 545'806 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 108.79 % | 109.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 544'735 CHF | 547'235 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 109.00 % | 109.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 545'982 CHF | 548'482 CHF | 98.73% | 98.73% |
11.11.2024 | 0.46% | 109.16 % | 109.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 544'901 CHF | 547'401 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 108.65 % | 109.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'718 CHF | 546'218 CHF | 99.85% | 99.85% |
07.11.2024 | 0.46% | 108.68 % | 109.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'859 CHF | 545'359 CHF | 100.00% | 100.00% |