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% | 104.87 % | 105.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'175 CHF | 264'275 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 104.87 % | 105.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'175 CHF | 264'275 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 104.86 % | 105.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'132 CHF | 264'232 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 104.84 % | 105.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'933 CHF | 264'033 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 104.76 % | 105.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'884 CHF | 263'984 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 104.71 % | 105.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'801 CHF | 263'901 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 104.66 % | 105.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'654 CHF | 263'754 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 104.65 % | 105.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'766 CHF | 263'866 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.64 % | 105.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'600 CHF | 263'700 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 104.61 % | 105.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'393 CHF | 263'493 CHF | 100.00% | 100.00% |