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% | 103.35 % | 104.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'375 CHF | 260'450 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.26 % | 104.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'111 CHF | 260'186 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 103.25 % | 104.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'145 CHF | 260'220 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.27 % | 104.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'416 CHF | 260'491 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'447 CHF | 260'522 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.22 % | 104.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'805 CHF | 259'880 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.66 % | 103.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'478 CHF | 258'528 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'305 CHF | 258'355 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.45 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'179 CHF | 258'229 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.40 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'506 CHF | 257'556 CHF | 100.00% | 100.00% |