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% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'444 CHF | 517'444 CHF | 97.95% | 97.95% |
19.11.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'354 CHF | 517'354 CHF | 100.00% | 100.00% |
18.11.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'459 CHF | 517'459 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'156 CHF | 516'156 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'748 CHF | 515'748 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'139 CHF | 516'139 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'978 CHF | 515'978 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'320 CHF | 517'320 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'514 CHF | 516'514 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'557 CHF | 517'557 CHF | 99.23% | 99.23% |