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% | 105.64 % | 106.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'523 CHF | 531'023 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.55 % | 106.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'967 CHF | 530'467 CHF | 89.36% | 89.36% |
18.11.2024 | 0.47% | 105.65 % | 106.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'091 CHF | 530'591 CHF | 99.66% | 99.66% |
15.11.2024 | 0.47% | 105.40 % | 105.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'011 CHF | 529'511 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.41 % | 105.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'136 CHF | 528'636 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.18 % | 105.68 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'930 CHF | 528'430 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.09 % | 105.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'230 CHF | 528'730 CHF | 98.73% | 98.73% |
11.11.2024 | 0.47% | 105.40 % | 105.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'205 CHF | 529'705 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.20 % | 105.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'067 CHF | 528'567 CHF | 99.85% | 99.85% |
07.11.2024 | 0.47% | 105.27 % | 105.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'794 CHF | 529'294 CHF | 100.00% | 100.00% |