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 | 534'797 CHF | 537'297 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.74 % | 107.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'370 CHF | 535'870 CHF | 89.40% | 89.40% |
18.11.2024 | 0.47% | 106.82 % | 107.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'989 CHF | 535'489 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 106.25 % | 106.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'813 CHF | 534'313 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.44 % | 106.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'802 CHF | 534'302 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.26 % | 106.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'378 CHF | 533'878 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.49 % | 106.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'113 CHF | 535'613 CHF | 98.73% | 98.73% |
11.11.2024 | 0.47% | 106.58 % | 107.08 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'197 CHF | 535'697 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.56 % | 107.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'828 CHF | 535'328 CHF | 99.84% | 99.84% |
07.11.2024 | 0.47% | 106.49 % | 106.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'433 CHF | 534'933 CHF | 100.00% | 100.00% |