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% | 103.47 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'705 CHF | 260'780 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.39 % | 104.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'485 CHF | 260'560 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 103.37 % | 104.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'520 CHF | 260'595 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.37 % | 104.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'473 CHF | 260'548 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.47 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'628 CHF | 260'703 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.37 % | 104.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'533 CHF | 260'608 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'570 CHF | 260'645 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.44 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'618 CHF | 260'693 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.36 % | 104.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'414 CHF | 260'489 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.37 % | 104.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'345 CHF | 260'420 CHF | 100.00% | 100.00% |