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% | 104.30 % | 105.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'109 CHF | 263'209 CHF | 99.92% | 99.92% |
19.11.2024 | 0.80% | 104.32 % | 105.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'874 CHF | 262'974 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 104.46 % | 105.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'871 CHF | 262'971 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 104.27 % | 105.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'835 CHF | 262'935 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 104.49 % | 105.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'668 CHF | 262'768 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 104.26 % | 105.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'606 CHF | 262'706 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 104.20 % | 105.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'914 CHF | 263'014 CHF | 99.88% | 99.88% |
11.11.2024 | 0.80% | 104.70 % | 105.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'789 CHF | 263'889 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.20 % | 105.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'588 CHF | 262'688 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 104.50 % | 105.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'328 CHF | 263'428 CHF | 99.95% | 99.95% |