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% | 106.32 % | 106.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'748 CHF | 534'248 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.23 % | 106.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'164 CHF | 533'664 CHF | 89.37% | 89.37% |
18.11.2024 | 0.47% | 106.35 % | 106.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'714 CHF | 534'214 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 106.25 % | 106.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'504 CHF | 534'004 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.31 % | 106.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'437 CHF | 533'937 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.28 % | 106.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'414 CHF | 533'914 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.32 % | 106.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'799 CHF | 534'299 CHF | 98.71% | 98.71% |
11.11.2024 | 0.47% | 106.37 % | 106.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'849 CHF | 534'349 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.33 % | 106.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'499 CHF | 533'999 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 106.33 % | 106.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'653 CHF | 534'153 CHF | 100.00% | 100.00% |