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 | 0.97% | 102.42 % | 103.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'308 CHF | 258'808 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 102.50 % | 103.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'246 CHF | 258'746 CHF | 89.36% | 89.36% |
18.11.2024 | 0.97% | 102.68 % | 103.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'625 CHF | 259'125 CHF | 99.66% | 99.66% |
15.11.2024 | 0.97% | 102.70 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'911 CHF | 259'411 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 102.84 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'774 CHF | 259'274 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 102.57 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'387 CHF | 258'887 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 102.53 % | 103.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'684 CHF | 259'184 CHF | 98.72% | 98.72% |
11.11.2024 | 0.97% | 103.00 % | 104.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'252 CHF | 259'752 CHF | 100.00% | 100.00% |
08.11.2024 | 0.97% | 102.70 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'838 CHF | 259'338 CHF | 99.83% | 99.83% |
07.11.2024 | 0.97% | 103.07 % | 104.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'755 CHF | 260'255 CHF | 100.00% | 100.00% |