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% | 107.40 % | 108.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'606 CHF | 270'756 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 107.35 % | 108.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'571 CHF | 270'721 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 107.43 % | 108.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'531 CHF | 270'681 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 107.43 % | 108.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'444 CHF | 270'594 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 107.38 % | 108.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'013 CHF | 270'163 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 107.32 % | 108.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'257 CHF | 270'407 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 107.24 % | 108.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'297 CHF | 270'447 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 107.43 % | 108.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'630 CHF | 270'780 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 107.27 % | 108.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'191 CHF | 270'341 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 107.38 % | 108.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'627 CHF | 270'777 CHF | 100.00% | 100.00% |