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 | 1.22% | 40.75 % | 41.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'051 CHF | 103'301 CHF | 99.94% | 99.94% |
19.11.2024 | 1.22% | 40.76 % | 41.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'106 CHF | 103'356 CHF | 99.86% | 99.86% |
18.11.2024 | 1.21% | 41.02 % | 41.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'449 CHF | 103'699 CHF | 99.99% | 99.99% |
15.11.2024 | 1.21% | 40.94 % | 41.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'561 CHF | 103'811 CHF | 100.00% | 100.00% |
14.11.2024 | 1.21% | 41.14 % | 41.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'650 CHF | 103'900 CHF | 100.00% | 100.00% |
13.11.2024 | 1.21% | 40.95 % | 41.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'442 CHF | 103'692 CHF | 100.00% | 100.00% |
12.11.2024 | 1.21% | 40.96 % | 41.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'675 CHF | 103'925 CHF | 100.00% | 100.00% |
11.11.2024 | 1.20% | 41.30 % | 41.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 103'192 CHF | 104'442 CHF | 100.00% | 100.00% |
08.11.2024 | 1.21% | 41.15 % | 41.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 102'968 CHF | 104'218 CHF | 100.00% | 100.00% |
07.11.2024 | 1.20% | 41.33 % | 41.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 103'415 CHF | 104'665 CHF | 99.69% | 99.69% |