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% | 107.07 % | 107.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'140 CHF | 270'290 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 107.03 % | 107.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'757 CHF | 269'907 CHF | 99.90% | 99.90% |
18.11.2024 | 0.80% | 107.15 % | 108.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'515 CHF | 269'665 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 106.91 % | 107.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'363 CHF | 269'513 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 107.19 % | 108.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'233 CHF | 269'383 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 106.96 % | 107.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'315 CHF | 269'465 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 106.79 % | 107.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'652 CHF | 269'802 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 107.50 % | 108.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'775 CHF | 270'925 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 106.72 % | 107.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'065 CHF | 269'215 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 107.15 % | 108.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'015 CHF | 270'165 CHF | 100.00% | 100.00% |