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% | 107.09 % | 107.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'024 CHF | 270'174 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 107.07 % | 107.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'712 CHF | 269'862 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 107.11 % | 107.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'541 CHF | 269'691 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 106.91 % | 107.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'271 CHF | 269'421 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 106.88 % | 107.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'749 CHF | 268'899 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 106.53 % | 107.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'294 CHF | 268'440 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 106.66 % | 107.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'976 CHF | 269'126 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 107.19 % | 108.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'900 CHF | 270'050 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 106.92 % | 107.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'316 CHF | 269'466 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 107.08 % | 107.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'842 CHF | 269'992 CHF | 100.00% | 100.00% |