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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.80% | 103.57 % | 104.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'972 CHF | 261'047 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 103.55 % | 104.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'918 CHF | 260'993 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.55 % | 104.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'840 CHF | 260'915 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 103.55 % | 104.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'875 CHF | 260'950 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.51 % | 104.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'726 CHF | 260'801 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.49 % | 104.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'764 CHF | 260'839 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.49 % | 104.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'772 CHF | 260'847 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.53 % | 104.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'725 CHF | 260'800 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.49 % | 104.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'666 CHF | 260'741 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.46 % | 104.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'650 CHF | 260'725 CHF | 100.00% | 100.00% |