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% | 104.24 % | 105.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'635 CHF | 262'735 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 104.19 % | 105.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'514 CHF | 262'614 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 104.24 % | 105.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'622 CHF | 262'722 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 104.26 % | 105.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'745 CHF | 262'845 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 104.30 % | 105.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'719 CHF | 262'819 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 104.24 % | 105.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'583 CHF | 262'683 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 104.25 % | 105.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'641 CHF | 262'741 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 104.28 % | 105.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'667 CHF | 262'767 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.24 % | 105.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'572 CHF | 262'672 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 104.25 % | 105.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'601 CHF | 262'701 CHF | 100.00% | 100.00% |