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% | 105.16 % | 106.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'334 CHF | 265'456 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 105.15 % | 105.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'869 CHF | 264'973 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 105.43 % | 106.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'412 CHF | 265'537 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 105.37 % | 106.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'767 CHF | 265'892 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 105.83 % | 106.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'122 CHF | 266'247 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 105.47 % | 106.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'681 CHF | 265'806 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 105.56 % | 106.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'434 CHF | 266'559 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 106.09 % | 106.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'220 CHF | 267'345 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 105.77 % | 106.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'588 CHF | 266'713 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 106.10 % | 106.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'294 CHF | 267'419 CHF | 99.95% | 99.95% |