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% | 103.51 % | 104.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'682 CHF | 261'765 CHF | 99.90% | 99.90% |
19.11.2024 | 0.80% | 103.56 % | 104.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'996 CHF | 262'086 CHF | 99.94% | 99.94% |
18.11.2024 | 0.80% | 105.40 % | 106.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'362 CHF | 265'483 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 105.58 % | 106.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'051 CHF | 267'176 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 107.54 % | 108.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'510 CHF | 269'660 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 106.52 % | 107.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'921 CHF | 268'054 CHF | 99.82% | 99.82% |
12.11.2024 | 0.80% | 107.28 % | 108.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'692 CHF | 271'863 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 109.20 % | 110.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'915 CHF | 276'115 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 108.35 % | 109.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'155 CHF | 273'333 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 109.06 % | 109.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 273'963 CHF | 276'162 CHF | 99.99% | 99.99% |