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% | 106.91 % | 107.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'729 CHF | 538'229 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.42 % | 105.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'537 CHF | 529'037 CHF | 89.38% | 89.38% |
18.11.2024 | 0.47% | 105.54 % | 106.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'403 CHF | 528'903 CHF | 99.66% | 99.66% |
15.11.2024 | 0.47% | 104.88 % | 105.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'230 CHF | 528'730 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.83 % | 106.33 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'207 CHF | 531'707 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.59 % | 106.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'024 CHF | 529'524 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.43 % | 105.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'095 CHF | 531'595 CHF | 59.98% | 59.98% |
11.11.2024 | 0.48% | 104.76 % | 105.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'089 CHF | 526'589 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.33 % | 103.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'713 CHF | 522'213 CHF | 99.83% | 99.83% |
07.11.2024 | 0.48% | 104.29 % | 104.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'159 CHF | 525'659 CHF | 100.00% | 100.00% |