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% | 106.26 % | 106.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'834 CHF | 534'334 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.22 % | 106.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'911 CHF | 533'411 CHF | 89.36% | 89.36% |
18.11.2024 | 0.47% | 106.32 % | 106.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'595 CHF | 534'095 CHF | 99.66% | 99.66% |
15.11.2024 | 0.47% | 106.26 % | 106.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'899 CHF | 534'399 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.49 % | 106.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'400 CHF | 534'900 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.44 % | 106.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'239 CHF | 534'739 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.47 % | 106.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'669 CHF | 535'169 CHF | 98.73% | 98.73% |
11.11.2024 | 0.47% | 106.60 % | 107.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'983 CHF | 535'483 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.50 % | 107.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'532 CHF | 535'032 CHF | 99.84% | 99.84% |
07.11.2024 | 0.47% | 106.45 % | 106.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'268 CHF | 534'768 CHF | 100.00% | 100.00% |