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% | 103.97 % | 104.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'873 CHF | 261'951 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.97 % | 104.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'941 CHF | 262'037 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 103.94 % | 104.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'831 CHF | 261'906 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.95 % | 104.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'994 CHF | 262'089 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.99 % | 104.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'880 CHF | 261'960 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.91 % | 104.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'705 CHF | 261'780 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.91 % | 104.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'760 CHF | 261'835 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.91 % | 104.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'659 CHF | 261'734 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.80 % | 104.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'467 CHF | 261'542 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.78 % | 104.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'467 CHF | 261'542 CHF | 100.00% | 100.00% |