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% | 105.75 % | 106.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'890 CHF | 532'390 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.74 % | 106.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'164 CHF | 530'664 CHF | 89.40% | 89.40% |
18.11.2024 | 0.47% | 105.88 % | 106.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'577 CHF | 531'077 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 105.66 % | 106.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'026 CHF | 531'526 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.00 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'987 CHF | 531'487 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.36 % | 105.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'241 CHF | 528'741 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.45 % | 105.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'464 CHF | 530'964 CHF | 98.72% | 98.72% |
11.11.2024 | 0.47% | 106.05 % | 106.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'737 CHF | 533'237 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.98 % | 106.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'289 CHF | 532'789 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 106.37 % | 106.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'378 CHF | 534'878 CHF | 100.00% | 100.00% |