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% | 103.61 % | 104.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'325 CHF | 261'400 CHF | 99.92% | 99.92% |
19.11.2024 | 0.80% | 103.62 % | 104.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'139 CHF | 261'214 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 103.67 % | 104.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'846 CHF | 260'921 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.30 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'236 CHF | 260'311 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.33 % | 104.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'797 CHF | 259'872 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.02 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'591 CHF | 259'666 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.08 % | 103.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'094 CHF | 260'169 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.64 % | 104.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'159 CHF | 261'234 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.18 % | 104.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'024 CHF | 260'099 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.42 % | 104.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'693 CHF | 260'768 CHF | 100.00% | 100.00% |