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% | 105.00 % | 105.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'316 CHF | 527'816 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 105.10 % | 105.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'004 CHF | 527'504 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 105.20 % | 105.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'097 CHF | 528'597 CHF | 100.00% | 100.00% |
15.11.2024 | 0.47% | 105.20 % | 105.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'374 CHF | 528'874 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.40 % | 105.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'768 CHF | 529'268 CHF | 99.10% | 99.10% |
13.11.2024 | 0.47% | 105.40 % | 105.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'694 CHF | 529'194 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.20 % | 105.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'000 CHF | 528'500 CHF | 100.00% | 100.00% |
11.11.2024 | 0.47% | 105.50 % | 106.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'437 CHF | 529'937 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.30 % | 105.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'618 CHF | 529'118 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 105.30 % | 105.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'922 CHF | 529'422 CHF | 100.00% | 100.00% |