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 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'618 CHF | 259'690 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'207 CHF | 259'274 CHF | 99.80% | 99.80% |
18.11.2024 | 0.80% | 103.99 % | 104.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'220 CHF | 262'311 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 104.45 % | 105.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'553 CHF | 264'663 CHF | 99.95% | 99.95% |
14.11.2024 | 0.80% | 106.39 % | 107.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'644 CHF | 266'766 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 105.34 % | 106.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'121 CHF | 266'243 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 105.71 % | 106.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'903 CHF | 268'039 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 108.42 % | 109.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'844 CHF | 272'013 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 107.22 % | 108.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'804 CHF | 270'962 CHF | 99.88% | 99.88% |
07.11.2024 | 0.80% | 109.21 % | 110.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'424 CHF | 275'621 CHF | 99.99% | 99.99% |