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% | 106.00 % | 106.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'626 CHF | 267'751 CHF | 99.97% | 99.97% |
19.11.2024 | 0.80% | 105.96 % | 106.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'941 CHF | 267'067 CHF | 99.79% | 99.79% |
18.11.2024 | 0.80% | 106.49 % | 107.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'958 CHF | 268'089 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 106.45 % | 107.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'865 CHF | 269'015 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 107.34 % | 108.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'589 CHF | 269'739 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 106.82 % | 107.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'981 CHF | 269'131 CHF | 99.81% | 99.81% |
12.11.2024 | 0.80% | 106.95 % | 107.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'430 CHF | 270'580 CHF | 99.95% | 99.95% |
11.11.2024 | 0.80% | 108.03 % | 108.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'083 CHF | 272'258 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 107.49 % | 108.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'955 CHF | 271'110 CHF | 99.98% | 99.98% |
07.11.2024 | 0.80% | 108.12 % | 108.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'530 CHF | 272'705 CHF | 100.00% | 100.00% |