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% | 106.96 % | 107.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'392 CHF | 537'892 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 107.05 % | 107.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'103 CHF | 537'603 CHF | 89.37% | 89.37% |
18.11.2024 | 0.47% | 107.10 % | 107.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'673 CHF | 538'173 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 107.07 % | 107.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'474 CHF | 537'974 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.96 % | 107.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'695 CHF | 537'195 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.88 % | 107.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'315 CHF | 536'815 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.85 % | 107.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'969 CHF | 537'469 CHF | 98.72% | 98.72% |
11.11.2024 | 0.47% | 107.07 % | 107.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'320 CHF | 537'820 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.96 % | 107.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'013 CHF | 537'513 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 106.96 % | 107.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'075 CHF | 537'575 CHF | 100.00% | 100.00% |