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 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'984 CHF | 517'984 CHF | 97.95% | 97.95% |
19.11.2024 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'916 CHF | 517'916 CHF | 100.00% | 100.00% |
18.11.2024 | 0.97% | 102.70 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'085 CHF | 518'085 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 102.60 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'506 CHF | 517'506 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'321 CHF | 516'321 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'538 CHF | 516'538 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 102.10 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'377 CHF | 516'377 CHF | 100.00% | 100.00% |
11.11.2024 | 0.97% | 102.10 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'661 CHF | 515'661 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 102.20 % | 103.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'112 CHF | 515'112 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'393 CHF | 517'393 CHF | 99.23% | 99.23% |