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 | 0.77% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'730 CHF | 518'730 CHF | 97.94% | 97.94% |
19.11.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'251 CHF | 516'251 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 102.90 % | 103.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'963 CHF | 518'963 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'356 CHF | 522'356 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'914 CHF | 521'914 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 103.10 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'984 CHF | 519'984 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 102.90 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'681 CHF | 522'681 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 104.20 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'533 CHF | 524'533 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'558 CHF | 521'558 CHF | 100.00% | 100.00% |
07.11.2024 | 0.96% | 103.40 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'648 CHF | 521'648 CHF | 99.23% | 99.23% |