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% | 106.81 % | 107.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'535 CHF | 269'685 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 106.69 % | 107.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'159 CHF | 269'309 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 106.82 % | 107.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'559 CHF | 268'709 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 106.43 % | 107.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'705 CHF | 267'832 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 106.36 % | 107.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'839 CHF | 266'964 CHF | 99.99% | 99.99% |
13.11.2024 | 0.80% | 106.00 % | 106.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'776 CHF | 266'901 CHF | 99.99% | 99.99% |
12.11.2024 | 0.80% | 105.77 % | 106.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'308 CHF | 267'433 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 106.72 % | 107.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'793 CHF | 268'943 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 105.99 % | 106.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'110 CHF | 267'235 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 106.45 % | 107.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'194 CHF | 268'336 CHF | 99.96% | 99.96% |