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% | 105.10 % | 105.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'797 CHF | 528'297 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.96 % | 105.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'517 CHF | 527'017 CHF | 89.36% | 89.36% |
18.11.2024 | 0.47% | 105.15 % | 105.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'522 CHF | 528'022 CHF | 99.66% | 99.66% |
15.11.2024 | 0.47% | 105.10 % | 105.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'960 CHF | 528'460 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.51 % | 106.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'000 CHF | 529'500 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.52 % | 106.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'610 CHF | 529'110 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.16 % | 105.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'737 CHF | 530'237 CHF | 98.74% | 98.74% |
11.11.2024 | 0.47% | 105.69 % | 106.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'411 CHF | 530'911 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.51 % | 106.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'396 CHF | 529'896 CHF | 99.84% | 99.84% |
07.11.2024 | 0.47% | 105.52 % | 106.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'711 CHF | 530'211 CHF | 100.00% | 100.00% |