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% | 103.11 % | 103.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'862 CHF | 259'937 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.03 % | 103.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'632 CHF | 259'707 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 103.14 % | 103.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'850 CHF | 259'925 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.14 % | 103.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'019 CHF | 260'094 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.27 % | 104.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'157 CHF | 260'232 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.27 % | 104.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'137 CHF | 260'212 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.28 % | 104.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'277 CHF | 260'352 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.35 % | 104.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'372 CHF | 260'447 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.28 % | 104.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'162 CHF | 260'237 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.29 % | 104.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'155 CHF | 260'230 CHF | 100.00% | 100.00% |