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% | 104.06 % | 104.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'074 CHF | 263'174 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 104.10 % | 104.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'677 CHF | 262'777 CHF | 99.97% | 99.97% |
18.11.2024 | 0.80% | 105.22 % | 106.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'085 CHF | 265'199 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 105.12 % | 105.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'696 CHF | 265'817 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 106.46 % | 107.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'467 CHF | 267'598 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 105.99 % | 106.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'197 CHF | 267'322 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 106.00 % | 106.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'501 CHF | 267'626 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 106.82 % | 107.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'239 CHF | 269'389 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 106.42 % | 107.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'524 CHF | 268'673 CHF | 99.87% | 99.87% |
07.11.2024 | 0.80% | 106.83 % | 107.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'280 CHF | 269'430 CHF | 99.98% | 99.98% |