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% | 103.78 % | 104.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'569 CHF | 522'069 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 103.86 % | 104.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'088 CHF | 521'588 CHF | 89.36% | 89.36% |
18.11.2024 | 0.48% | 104.01 % | 104.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'654 CHF | 522'154 CHF | 99.67% | 99.67% |
15.11.2024 | 0.48% | 103.92 % | 104.42 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'892 CHF | 522'392 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.04 % | 104.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'071 CHF | 522'571 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 103.88 % | 104.38 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'342 CHF | 521'842 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.86 % | 104.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'815 CHF | 522'315 CHF | 98.72% | 98.72% |
11.11.2024 | 0.48% | 104.06 % | 104.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'391 CHF | 522'891 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.89 % | 104.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'568 CHF | 522'068 CHF | 99.82% | 99.82% |
07.11.2024 | 0.48% | 103.98 % | 104.48 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'674 CHF | 522'174 CHF | 100.00% | 100.00% |