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% | 103.15 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'103 CHF | 518'603 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 103.06 % | 103.56 % | 500'000 | 500'000 | 499'962 | 500'000 | 515'745 CHF | 518'284 CHF | 89.38% | 89.38% |
18.11.2024 | 0.48% | 103.08 % | 103.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'106 CHF | 517'606 CHF | 99.67% | 99.67% |
15.11.2024 | 0.49% | 102.63 % | 103.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'346 CHF | 515'846 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.66 % | 103.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'659 CHF | 514'159 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.31 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'533 CHF | 514'033 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.31 % | 102.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'949 CHF | 515'449 CHF | 98.72% | 98.72% |
11.11.2024 | 0.48% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'247 CHF | 516'747 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.16 % | 102.66 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'955 CHF | 513'455 CHF | 99.83% | 99.83% |
07.11.2024 | 0.49% | 102.34 % | 102.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'572 CHF | 515'072 CHF | 100.00% | 100.00% |