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 | 0.29% | 103.40 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'625 CHF | 519'125 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 103.30 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'019 CHF | 519'519 CHF | 100.00% | 100.00% |
18.11.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'552 CHF | 518'052 CHF | 100.00% | 100.00% |
15.11.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'840 CHF | 518'340 CHF | 100.00% | 100.00% |
14.11.2024 | 0.29% | 103.40 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'951 CHF | 518'451 CHF | 99.10% | 99.10% |
13.11.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'113 CHF | 517'613 CHF | 100.00% | 100.00% |
12.11.2024 | 0.29% | 103.30 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'770 CHF | 518'270 CHF | 100.00% | 100.00% |
11.11.2024 | 0.29% | 103.40 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'662 CHF | 518'162 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'768 CHF | 517'268 CHF | 100.00% | 100.00% |
07.11.2024 | 0.29% | 102.90 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'932 CHF | 516'432 CHF | 99.23% | 99.23% |