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% | 104.75 % | 105.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'954 CHF | 264'054 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 104.47 % | 105.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'067 CHF | 263'167 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 104.43 % | 105.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'675 CHF | 262'775 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 104.16 % | 105.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'757 CHF | 262'857 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 104.50 % | 105.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'913 CHF | 263'013 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 104.33 % | 105.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'591 CHF | 262'691 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 104.80 % | 105.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'024 CHF | 265'144 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 105.36 % | 106.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'425 CHF | 265'550 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 105.19 % | 106.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'862 CHF | 264'962 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 105.13 % | 105.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'827 CHF | 264'932 CHF | 100.00% | 100.00% |