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% | 103.66 % | 104.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'346 CHF | 261'421 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.60 % | 104.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'161 CHF | 261'236 CHF | 99.96% | 99.96% |
18.11.2024 | 0.80% | 103.84 % | 104.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'615 CHF | 261'690 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.95 % | 104.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'130 CHF | 262'224 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 104.28 % | 105.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'400 CHF | 262'500 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 104.08 % | 104.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'387 CHF | 262'487 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 104.16 % | 105.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'697 CHF | 262'797 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 104.42 % | 105.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'061 CHF | 263'161 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.13 % | 104.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'494 CHF | 262'594 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 104.43 % | 105.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'940 CHF | 263'040 CHF | 100.00% | 100.00% |