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 | 0.94% | 105.46 % | 106.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'650 CHF | 266'150 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 105.46 % | 106.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'656 CHF | 266'156 CHF | 100.00% | 100.00% |
18.11.2024 | 0.94% | 105.43 % | 106.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'609 CHF | 266'109 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 105.44 % | 106.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'680 CHF | 266'180 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 105.46 % | 106.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'626 CHF | 266'126 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 105.43 % | 106.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'539 CHF | 266'039 CHF | 100.00% | 100.00% |
12.11.2024 | 0.94% | 105.43 % | 106.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'564 CHF | 266'064 CHF | 100.00% | 100.00% |
11.11.2024 | 0.94% | 105.42 % | 106.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'547 CHF | 266'047 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 105.40 % | 106.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'499 CHF | 265'999 CHF | 100.00% | 100.00% |
07.11.2024 | 0.94% | 105.41 % | 106.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'515 CHF | 266'015 CHF | 100.00% | 100.00% |