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 | 0.48% | 103.80 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'046 CHF | 521'546 CHF | 99.37% | 99.37% |
19.11.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'314 CHF | 519'814 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 103.60 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'086 CHF | 520'586 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 103.70 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'789 CHF | 519'289 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'234 CHF | 517'734 CHF | 99.10% | 99.10% |
13.11.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'098 CHF | 519'598 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'158 CHF | 518'658 CHF | 100.00% | 100.00% |
11.11.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'406 CHF | 519'906 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.40 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'748 CHF | 520'248 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 103.90 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'801 CHF | 522'301 CHF | 99.23% | 99.23% |