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% | 102.73 % | 103.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'913 CHF | 259'413 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 102.69 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'525 CHF | 259'025 CHF | 89.36% | 89.36% |
18.11.2024 | 0.97% | 102.64 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'359 CHF | 258'859 CHF | 99.66% | 99.66% |
15.11.2024 | 0.97% | 102.64 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'421 CHF | 259'921 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 103.40 % | 104.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'147 CHF | 260'647 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 103.15 % | 104.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'765 CHF | 260'265 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 103.31 % | 104.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'837 CHF | 261'337 CHF | 98.72% | 98.72% |
11.11.2024 | 0.96% | 103.64 % | 104.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'200 CHF | 261'700 CHF | 100.00% | 100.00% |
08.11.2024 | 0.96% | 103.23 % | 104.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'089 CHF | 260'589 CHF | 99.83% | 99.83% |
07.11.2024 | 0.96% | 103.44 % | 104.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'453 CHF | 260'953 CHF | 100.00% | 100.00% |