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% | 103.52 % | 104.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'800 CHF | 260'875 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.55 % | 104.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'875 CHF | 260'950 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 103.58 % | 104.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'950 CHF | 261'025 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.65 % | 104.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'125 CHF | 261'200 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.63 % | 104.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'059 CHF | 261'134 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.61 % | 104.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'025 CHF | 261'100 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.60 % | 104.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'000 CHF | 261'075 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.57 % | 104.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'925 CHF | 261'000 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.52 % | 104.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'858 CHF | 260'933 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.52 % | 104.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'822 CHF | 260'897 CHF | 100.00% | 100.00% |