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% | 104.76 % | 105.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'919 CHF | 264'019 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 104.64 % | 105.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'652 CHF | 263'752 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 104.74 % | 105.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'922 CHF | 264'022 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 104.82 % | 105.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'189 CHF | 264'289 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 104.95 % | 105.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'302 CHF | 264'402 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 104.84 % | 105.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'026 CHF | 264'126 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 104.87 % | 105.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'208 CHF | 264'308 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 104.93 % | 105.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'297 CHF | 264'397 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.79 % | 105.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'966 CHF | 264'066 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 104.84 % | 105.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'015 CHF | 264'115 CHF | 100.00% | 100.00% |