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% | 105.93 % | 106.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'268 CHF | 267'393 CHF | 99.92% | 99.92% |
19.11.2024 | 0.80% | 105.90 % | 106.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'872 CHF | 266'997 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 106.06 % | 106.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'720 CHF | 266'845 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 105.76 % | 106.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'538 CHF | 266'663 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 106.06 % | 106.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'298 CHF | 266'423 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 105.67 % | 106.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'203 CHF | 266'328 CHF | 99.88% | 99.88% |
12.11.2024 | 0.80% | 105.57 % | 106.42 % | 250'000 | 245'000 | 250'000 | 245'016 | 264'574 CHF | 261'383 CHF | 99.98% | 99.98% |
11.11.2024 | 0.80% | 106.29 % | 107.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'837 CHF | 267'962 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 105.52 % | 106.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'095 CHF | 266'220 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 105.98 % | 106.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'088 CHF | 267'213 CHF | 99.94% | 99.94% |