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 | 0.77% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'450 CHF | 518'450 CHF | 97.95% | 97.95% |
19.11.2024 | 0.77% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'790 CHF | 518'790 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 103.10 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'974 CHF | 518'974 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'669 CHF | 517'669 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'684 CHF | 516'684 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'485 CHF | 517'485 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'378 CHF | 517'378 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 103.20 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'128 CHF | 520'128 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'077 CHF | 518'077 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 103.10 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'616 CHF | 519'616 CHF | 99.23% | 99.23% |