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% | 104.05 % | 104.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'835 CHF | 523'335 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 103.65 % | 104.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'012 CHF | 519'512 CHF | 89.36% | 89.36% |
18.11.2024 | 0.48% | 103.75 % | 104.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'657 CHF | 521'157 CHF | 99.66% | 99.66% |
15.11.2024 | 0.48% | 103.21 % | 103.71 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'647 CHF | 523'147 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.06 % | 105.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'151 CHF | 527'651 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 105.04 % | 105.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'762 CHF | 527'262 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.10 % | 105.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'150 CHF | 528'650 CHF | 98.72% | 98.72% |
11.11.2024 | 0.47% | 105.32 % | 105.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'349 CHF | 529'849 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.37 % | 105.87 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'451 CHF | 528'951 CHF | 99.84% | 99.84% |
07.11.2024 | 0.47% | 105.09 % | 105.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'245 CHF | 527'745 CHF | 100.00% | 100.00% |