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% | 105.48 % | 105.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'716 CHF | 530'216 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.48 % | 105.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'049 CHF | 529'549 CHF | 89.37% | 89.37% |
18.11.2024 | 0.47% | 105.46 % | 105.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'833 CHF | 529'333 CHF | 99.66% | 99.66% |
15.11.2024 | 0.47% | 105.18 % | 105.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'012 CHF | 528'512 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.31 % | 105.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'935 CHF | 528'435 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.91 % | 105.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'350 CHF | 526'850 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 104.87 % | 105.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'175 CHF | 527'675 CHF | 98.72% | 98.72% |
11.11.2024 | 0.47% | 105.03 % | 105.53 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'777 CHF | 528'277 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.12 % | 105.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'154 CHF | 528'654 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 105.19 % | 105.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'206 CHF | 528'706 CHF | 100.00% | 100.00% |