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% | 107.64 % | 108.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'743 CHF | 271'915 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 107.51 % | 108.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'889 CHF | 271'043 CHF | 99.78% | 99.78% |
18.11.2024 | 0.80% | 107.78 % | 108.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'959 CHF | 271'112 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 107.38 % | 108.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'384 CHF | 270'534 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 107.88 % | 108.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'289 CHF | 270'441 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 107.52 % | 108.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'724 CHF | 270'875 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 107.18 % | 108.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'933 CHF | 271'089 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 108.31 % | 109.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'916 CHF | 273'091 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 107.43 % | 108.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'889 CHF | 271'044 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 108.04 % | 108.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'408 CHF | 272'583 CHF | 99.99% | 99.99% |