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% | 104.14 % | 104.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'055 CHF | 523'555 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.28 % | 104.78 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'381 CHF | 523'881 CHF | 89.36% | 89.36% |
18.11.2024 | 0.48% | 104.30 % | 104.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'565 CHF | 524'065 CHF | 99.67% | 99.67% |
15.11.2024 | 0.48% | 104.29 % | 104.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'409 CHF | 523'909 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.32 % | 104.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'546 CHF | 524'046 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.09 % | 104.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'723 CHF | 523'223 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.22 % | 104.72 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'238 CHF | 523'738 CHF | 98.72% | 98.72% |
11.11.2024 | 0.48% | 104.46 % | 104.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'801 CHF | 525'301 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.72 % | 105.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'484 CHF | 525'984 CHF | 99.83% | 99.83% |
07.11.2024 | 0.48% | 104.68 % | 105.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'473 CHF | 525'973 CHF | 100.00% | 100.00% |