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% | 103.81 % | 104.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'575 CHF | 261'650 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.69 % | 104.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'315 CHF | 261'390 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 103.68 % | 104.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'166 CHF | 261'241 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.63 % | 104.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'161 CHF | 261'236 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.68 % | 104.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'153 CHF | 261'228 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.59 % | 104.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'015 CHF | 261'090 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.57 % | 104.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'046 CHF | 261'121 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.52 % | 104.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'829 CHF | 260'904 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.44 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'535 CHF | 260'610 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'520 CHF | 260'595 CHF | 100.00% | 100.00% |