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% | 107.63 % | 108.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'150 CHF | 540'650 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 107.62 % | 108.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'128 CHF | 540'628 CHF | 89.40% | 89.40% |
18.11.2024 | 0.46% | 107.62 % | 108.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'101 CHF | 540'601 CHF | 99.67% | 99.67% |
15.11.2024 | 0.46% | 107.62 % | 108.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'097 CHF | 540'597 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 107.62 % | 108.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'101 CHF | 540'601 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 107.61 % | 108.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'022 CHF | 540'522 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 107.52 % | 108.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'986 CHF | 540'486 CHF | 98.72% | 98.72% |
11.11.2024 | 0.46% | 107.60 % | 108.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'000 CHF | 540'500 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 107.60 % | 108.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'976 CHF | 540'476 CHF | 99.83% | 99.83% |
07.11.2024 | 0.46% | 107.59 % | 108.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 537'950 CHF | 540'450 CHF | 100.00% | 100.00% |