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 | 0.57% | 104.14 % | 104.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'348 CHF | 261'848 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 104.13 % | 104.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'337 CHF | 261'837 CHF | 89.37% | 89.37% |
18.11.2024 | 0.57% | 104.13 % | 104.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'323 CHF | 261'823 CHF | 99.67% | 99.67% |
15.11.2024 | 0.57% | 104.13 % | 104.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'328 CHF | 261'828 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 104.13 % | 104.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'325 CHF | 261'825 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 104.12 % | 104.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'283 CHF | 261'783 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 104.12 % | 104.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'291 CHF | 261'791 CHF | 98.72% | 98.72% |
11.11.2024 | 0.57% | 104.11 % | 104.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'275 CHF | 261'775 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 104.11 % | 104.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'270 CHF | 261'770 CHF | 99.84% | 99.84% |
07.11.2024 | 0.57% | 104.11 % | 104.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'275 CHF | 261'775 CHF | 100.00% | 100.00% |