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 | 0.45% | 109.65 % | 110.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'250 CHF | 550'750 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 109.58 % | 110.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'922 CHF | 550'422 CHF | 89.40% | 89.40% |
18.11.2024 | 0.46% | 109.61 % | 110.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 548'078 CHF | 550'578 CHF | 99.67% | 99.67% |
15.11.2024 | 0.46% | 109.57 % | 110.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'985 CHF | 550'485 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 109.60 % | 110.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'965 CHF | 550'465 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 109.56 % | 110.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'784 CHF | 550'284 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 109.57 % | 110.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'934 CHF | 550'434 CHF | 98.72% | 98.72% |
11.11.2024 | 0.46% | 109.60 % | 110.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'989 CHF | 550'489 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 109.56 % | 110.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'816 CHF | 550'316 CHF | 99.83% | 99.83% |
07.11.2024 | 0.46% | 109.57 % | 110.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 547'841 CHF | 550'341 CHF | 100.00% | 100.00% |