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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.96% | 103.40 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'634 CHF | 521'634 CHF | 100.00% | 100.00% |
20.11.2024 | 0.77% | 103.20 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'447 CHF | 520'447 CHF | 98.58% | 98.58% |
19.11.2024 | 0.77% | 103.20 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'015 CHF | 520'015 CHF | 100.00% | 100.00% |
18.11.2024 | 0.96% | 103.30 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'863 CHF | 520'863 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 103.00 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'478 CHF | 519'478 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'603 CHF | 517'603 CHF | 100.00% | 100.00% |
13.11.2024 | 0.77% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'196 CHF | 518'196 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 102.30 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'547 CHF | 517'547 CHF | 100.00% | 100.00% |
11.11.2024 | 0.97% | 103.00 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'112 CHF | 520'112 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'086 CHF | 517'086 CHF | 100.00% | 100.00% |