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% | 104.61 % | 105.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'314 CHF | 525'814 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.41 % | 104.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'857 CHF | 524'357 CHF | 89.39% | 89.39% |
18.11.2024 | 0.48% | 104.78 % | 105.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'775 CHF | 526'275 CHF | 99.66% | 99.66% |
15.11.2024 | 0.48% | 104.73 % | 105.23 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'284 CHF | 526'784 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 105.00 % | 105.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'068 CHF | 526'568 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.62 % | 105.12 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'076 CHF | 524'576 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.81 % | 105.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'935 CHF | 527'435 CHF | 98.71% | 98.71% |
11.11.2024 | 0.47% | 105.08 % | 105.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'286 CHF | 527'786 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.76 % | 105.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'996 CHF | 526'496 CHF | 99.84% | 99.84% |
07.11.2024 | 0.48% | 104.79 % | 105.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'957 CHF | 526'457 CHF | 100.00% | 100.00% |