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 | 0.49% | 102.29 % | 102.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'440 CHF | 515'940 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 102.51 % | 103.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'669 CHF | 515'169 CHF | 89.38% | 89.38% |
18.11.2024 | 0.49% | 102.59 % | 103.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'911 CHF | 515'411 CHF | 99.68% | 99.68% |
15.11.2024 | 0.49% | 102.49 % | 102.99 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'725 CHF | 515'225 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 103.48 % | 103.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'475 CHF | 518'975 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 103.38 % | 103.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'092 CHF | 519'592 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.56 % | 104.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'702 CHF | 520'202 CHF | 98.75% | 98.75% |
11.11.2024 | 0.48% | 103.66 % | 104.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'448 CHF | 520'948 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.59 % | 104.09 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'250 CHF | 520'750 CHF | 99.84% | 99.84% |
07.11.2024 | 0.48% | 103.48 % | 103.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'559 CHF | 520'059 CHF | 100.00% | 100.00% |