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% | 105.58 % | 106.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'234 CHF | 266'360 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 105.66 % | 106.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'088 CHF | 266'212 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 105.74 % | 106.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'162 CHF | 266'287 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 105.67 % | 106.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'595 CHF | 266'720 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 105.98 % | 106.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'757 CHF | 266'882 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 105.73 % | 106.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'258 CHF | 266'383 CHF | 99.95% | 99.95% |
12.11.2024 | 0.80% | 105.80 % | 106.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'671 CHF | 266'796 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 105.96 % | 106.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'880 CHF | 267'005 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 105.75 % | 106.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'296 CHF | 266'421 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 105.84 % | 106.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'478 CHF | 266'603 CHF | 100.00% | 100.00% |