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% | 104.02 % | 104.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'325 CHF | 262'425 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 104.02 % | 104.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'152 CHF | 262'249 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 104.09 % | 104.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'859 CHF | 261'942 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.70 % | 104.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'234 CHF | 261'309 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.72 % | 104.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'766 CHF | 260'841 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.40 % | 104.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'549 CHF | 260'624 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.46 % | 104.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'057 CHF | 261'132 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 104.03 % | 104.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'150 CHF | 262'250 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.52 % | 104.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'002 CHF | 261'077 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.81 % | 104.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'683 CHF | 261'760 CHF | 100.00% | 100.00% |