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% | 104.11 % | 104.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'754 CHF | 262'854 CHF | 99.97% | 99.97% |
19.11.2024 | 0.80% | 104.10 % | 104.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'316 CHF | 262'415 CHF | 99.97% | 99.97% |
18.11.2024 | 0.80% | 104.46 % | 105.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'972 CHF | 263'072 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 104.44 % | 105.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'647 CHF | 263'747 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 105.08 % | 105.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'110 CHF | 264'210 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 104.65 % | 105.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'710 CHF | 263'810 CHF | 99.82% | 99.82% |
12.11.2024 | 0.80% | 104.79 % | 105.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'693 CHF | 264'793 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 105.51 % | 106.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'806 CHF | 265'931 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 105.14 % | 105.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'034 CHF | 265'144 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 105.59 % | 106.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'091 CHF | 266'216 CHF | 100.00% | 100.00% |