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% | 105.65 % | 106.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'483 CHF | 530'983 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.63 % | 106.13 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'009 CHF | 530'509 CHF | 89.38% | 89.38% |
18.11.2024 | 0.47% | 105.65 % | 106.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'911 CHF | 530'411 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 105.06 % | 105.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'451 CHF | 529'951 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.81 % | 106.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'828 CHF | 530'328 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.56 % | 106.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'825 CHF | 530'325 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.77 % | 106.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'516 CHF | 532'016 CHF | 98.74% | 98.74% |
11.11.2024 | 0.47% | 105.97 % | 106.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'285 CHF | 532'785 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.79 % | 106.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'054 CHF | 531'554 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 105.78 % | 106.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'065 CHF | 531'565 CHF | 100.00% | 100.00% |