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 | 0.76% | 103.80 % | 104.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'841 CHF | 529'841 CHF | 97.95% | 97.95% |
19.11.2024 | 0.77% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'133 CHF | 519'133 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 103.90 % | 104.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'745 CHF | 520'745 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'224 CHF | 518'224 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 103.30 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'435 CHF | 517'435 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 102.60 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'455 CHF | 518'455 CHF | 99.83% | 99.83% |
12.11.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'393 CHF | 524'393 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 105.60 % | 106.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'022 CHF | 531'022 CHF | 100.00% | 100.00% |
08.11.2024 | 0.97% | 102.90 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'599 CHF | 519'599 CHF | 100.00% | 100.00% |
07.11.2024 | 0.95% | 104.40 % | 105.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'315 CHF | 529'315 CHF | 99.76% | 99.76% |