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 | 0.75% | 105.70 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'815 CHF | 535'815 CHF | 97.95% | 97.95% |
19.11.2024 | 0.75% | 105.80 % | 106.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'238 CHF | 532'238 CHF | 100.00% | 100.00% |
18.11.2024 | 0.93% | 107.10 % | 108.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 534'420 CHF | 539'420 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 106.80 % | 107.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'756 CHF | 540'756 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 107.90 % | 108.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 538'944 CHF | 542'944 CHF | 100.00% | 100.00% |
13.11.2024 | 0.74% | 107.00 % | 107.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'460 CHF | 539'460 CHF | 99.83% | 99.83% |
12.11.2024 | 0.93% | 106.70 % | 107.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'478 CHF | 541'478 CHF | 100.00% | 100.00% |
11.11.2024 | 0.92% | 108.60 % | 109.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 542'847 CHF | 547'847 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 107.00 % | 107.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 536'166 CHF | 540'166 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 108.30 % | 109.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 543'094 CHF | 547'094 CHF | 99.23% | 99.23% |