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% | 103.39 % | 103.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'791 CHF | 520'291 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 103.44 % | 103.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'719 CHF | 519'219 CHF | 89.38% | 89.38% |
18.11.2024 | 0.48% | 103.00 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'903 CHF | 517'403 CHF | 99.36% | 99.36% |
15.11.2024 | 0.48% | 103.31 % | 103.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'053 CHF | 517'553 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.88 % | 103.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'479 CHF | 515'979 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.13 % | 102.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'470 CHF | 512'970 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 102.57 % | 103.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'379 CHF | 517'879 CHF | 98.75% | 98.75% |
11.11.2024 | 0.48% | 103.60 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'371 CHF | 520'871 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.51 % | 104.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'872 CHF | 520'372 CHF | 99.84% | 99.84% |
07.11.2024 | 0.48% | 103.59 % | 104.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'044 CHF | 520'544 CHF | 100.00% | 100.00% |