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% | 102.80 % | 103.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'603 CHF | 259'678 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'126 CHF | 259'195 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 103.15 % | 103.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'732 CHF | 259'807 CHF | 99.97% | 99.97% |
15.11.2024 | 0.80% | 103.05 % | 103.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'648 CHF | 259'723 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.67 % | 104.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'215 CHF | 260'290 CHF | 99.99% | 99.99% |
13.11.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'603 CHF | 260'678 CHF | 99.89% | 99.89% |
12.11.2024 | 0.80% | 103.47 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'194 CHF | 261'269 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 104.36 % | 105.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'994 CHF | 263'094 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.15 % | 104.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'580 CHF | 262'680 CHF | 99.88% | 99.88% |
07.11.2024 | 0.80% | 104.50 % | 105.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'622 CHF | 263'722 CHF | 99.99% | 99.99% |