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% | 103.54 % | 104.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'572 CHF | 524'072 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.14 % | 104.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'178 CHF | 521'678 CHF | 89.36% | 89.36% |
18.11.2024 | 0.48% | 103.84 % | 104.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'015 CHF | 521'515 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 104.52 % | 105.02 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'928 CHF | 530'428 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.28 % | 106.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'538 CHF | 534'038 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.08 % | 106.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'100 CHF | 534'600 CHF | 99.96% | 99.96% |
12.11.2024 | 0.47% | 106.26 % | 106.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'611 CHF | 534'111 CHF | 98.73% | 98.73% |
11.11.2024 | 0.47% | 106.71 % | 107.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 531'110 CHF | 533'610 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.96 % | 106.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'585 CHF | 533'085 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 106.35 % | 106.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 532'131 CHF | 534'631 CHF | 100.00% | 100.00% |