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% | 103.66 % | 104.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'150 CHF | 261'225 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.65 % | 104.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'125 CHF | 261'200 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 103.65 % | 104.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'125 CHF | 261'200 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.64 % | 104.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'100 CHF | 261'175 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.65 % | 104.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'125 CHF | 261'200 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.65 % | 104.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'125 CHF | 261'200 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.64 % | 104.47 % | 246'000 | 250'000 | 246'098 | 250'000 | 255'056 CHF | 261'175 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.64 % | 104.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'094 CHF | 261'169 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.63 % | 104.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'053 CHF | 261'128 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.63 % | 104.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'004 CHF | 261'079 CHF | 100.00% | 100.00% |