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% | 104.74 % | 105.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'434 CHF | 264'536 CHF | 99.98% | 99.98% |
19.11.2024 | 0.80% | 104.76 % | 105.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'799 CHF | 263'900 CHF | 99.70% | 99.70% |
18.11.2024 | 0.80% | 105.19 % | 106.03 % | 240'000 | 250'000 | 241'698 | 250'000 | 253'994 CHF | 264'818 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 105.17 % | 106.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'597 CHF | 265'720 CHF | 99.98% | 99.98% |
14.11.2024 | 0.80% | 105.99 % | 106.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'187 CHF | 266'312 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 105.49 % | 106.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'699 CHF | 265'823 CHF | 99.92% | 99.92% |
12.11.2024 | 0.80% | 105.63 % | 106.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'923 CHF | 267'048 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 106.57 % | 107.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'353 CHF | 268'502 CHF | 99.94% | 99.94% |
08.11.2024 | 0.80% | 106.06 % | 106.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'359 CHF | 267'484 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 106.56 % | 107.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'142 CHF | 268'278 CHF | 99.98% | 99.98% |