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% | 105.32 % | 105.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'469 CHF | 529'969 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 105.14 % | 105.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'953 CHF | 527'453 CHF | 89.39% | 89.39% |
18.11.2024 | 0.47% | 105.26 % | 105.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'687 CHF | 528'187 CHF | 99.66% | 99.66% |
15.11.2024 | 0.47% | 104.59 % | 105.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'517 CHF | 529'017 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.13 % | 106.63 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'156 CHF | 532'656 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.88 % | 106.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'084 CHF | 531'584 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.00 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'754 CHF | 533'254 CHF | 98.73% | 98.73% |
11.11.2024 | 0.47% | 106.20 % | 106.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'992 CHF | 533'492 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.86 % | 106.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'031 CHF | 531'531 CHF | 99.85% | 99.85% |
07.11.2024 | 0.47% | 105.85 % | 106.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'315 CHF | 531'815 CHF | 100.00% | 100.00% |