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% | 103.80 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'258 CHF | 523'758 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.32 % | 104.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'661 CHF | 522'161 CHF | 89.37% | 89.37% |
18.11.2024 | 0.48% | 104.12 % | 104.62 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'954 CHF | 523'454 CHF | 99.68% | 99.68% |
15.11.2024 | 0.48% | 104.25 % | 104.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'925 CHF | 524'425 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.55 % | 105.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'460 CHF | 524'960 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.36 % | 104.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'111 CHF | 524'611 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.42 % | 104.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'032 CHF | 526'532 CHF | 98.73% | 98.73% |
11.11.2024 | 0.47% | 105.02 % | 105.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'192 CHF | 527'692 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.80 % | 105.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'847 CHF | 526'347 CHF | 99.84% | 99.84% |
07.11.2024 | 0.48% | 104.81 % | 105.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'865 CHF | 526'365 CHF | 100.00% | 100.00% |