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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'452 CHF | 517'452 CHF | 100.00% | 100.00% |
22.11.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'081 CHF | 517'081 CHF | 100.00% | 100.00% |
20.11.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'518 CHF | 516'518 CHF | 98.58% | 98.58% |
19.11.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'068 CHF | 516'068 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'021 CHF | 517'021 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 103.10 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'974 CHF | 519'974 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 103.20 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'724 CHF | 519'724 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'689 CHF | 517'689 CHF | 100.00% | 100.00% |
12.11.2024 | 0.77% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'723 CHF | 521'723 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'415 CHF | 521'415 CHF | 100.00% | 100.00% |