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% | 106.27 % | 107.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'981 CHF | 268'112 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 106.04 % | 106.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'050 CHF | 267'175 CHF | 99.78% | 99.78% |
18.11.2024 | 0.80% | 106.23 % | 107.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'471 CHF | 267'596 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 106.32 % | 107.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'298 CHF | 268'442 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 106.85 % | 107.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'984 CHF | 269'134 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 106.70 % | 107.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'904 CHF | 269'054 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 106.87 % | 107.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'762 CHF | 269'912 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 107.33 % | 108.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'321 CHF | 270'471 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 106.95 % | 107.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'305 CHF | 269'455 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 107.03 % | 107.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'651 CHF | 269'801 CHF | 100.00% | 100.00% |