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 | 0.58% | 103.58 % | 104.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'064 CHF | 260'564 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 103.60 % | 104.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'957 CHF | 260'457 CHF | 89.37% | 89.37% |
18.11.2024 | 0.58% | 103.59 % | 104.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'906 CHF | 260'406 CHF | 99.68% | 99.68% |
15.11.2024 | 0.58% | 103.57 % | 104.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'010 CHF | 260'510 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 103.70 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'070 CHF | 260'570 CHF | 100.00% | 100.00% |
13.11.2024 | 0.58% | 103.62 % | 104.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'021 CHF | 260'521 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 103.63 % | 104.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'125 CHF | 260'625 CHF | 98.74% | 98.74% |
11.11.2024 | 0.58% | 103.71 % | 104.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'276 CHF | 260'776 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 103.70 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'265 CHF | 260'765 CHF | 99.83% | 99.83% |
07.11.2024 | 0.58% | 103.75 % | 104.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'390 CHF | 260'890 CHF | 100.00% | 100.00% |