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% | 105.32 % | 106.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'433 CHF | 265'558 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 105.33 % | 106.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'376 CHF | 265'501 CHF | 99.89% | 99.89% |
18.11.2024 | 0.80% | 105.37 % | 106.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'500 CHF | 265'625 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 105.44 % | 106.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'805 CHF | 265'930 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 105.66 % | 106.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'081 CHF | 266'206 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 105.64 % | 106.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'213 CHF | 266'338 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 105.68 % | 106.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'227 CHF | 266'352 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 105.79 % | 106.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'440 CHF | 266'565 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 105.64 % | 106.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'163 CHF | 266'288 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 105.77 % | 106.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'378 CHF | 266'503 CHF | 100.00% | 100.00% |