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% | 102.03 % | 102.85 % | 234'000 | 250'000 | 241'065 | 250'000 | 247'359 CHF | 258'565 CHF | 99.90% | 99.90% |
19.11.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'614 CHF | 257'667 CHF | 99.59% | 99.59% |
18.11.2024 | 0.80% | 102.98 % | 103.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'894 CHF | 258'960 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.00 % | 103.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'028 CHF | 260'103 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.40 % | 104.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'617 CHF | 259'691 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.88 % | 103.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'466 CHF | 259'538 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.28 % | 104.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'385 CHF | 262'481 CHF | 99.93% | 99.93% |
11.11.2024 | 0.80% | 104.91 % | 105.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'302 CHF | 264'402 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.45 % | 104.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'427 CHF | 261'507 CHF | 99.92% | 99.92% |
07.11.2024 | 0.80% | 104.85 % | 105.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'511 CHF | 263'610 CHF | 100.00% | 100.00% |