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 | 0.47% | 106.57 % | 107.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'425 CHF | 267'675 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.56 % | 107.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'394 CHF | 267'644 CHF | 89.36% | 89.36% |
18.11.2024 | 0.47% | 106.55 % | 107.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'375 CHF | 267'625 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 106.52 % | 107.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'372 CHF | 267'622 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.56 % | 107.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'400 CHF | 267'650 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.55 % | 107.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'375 CHF | 267'625 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.55 % | 107.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'375 CHF | 267'625 CHF | 98.72% | 98.72% |
11.11.2024 | 0.47% | 106.54 % | 107.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'350 CHF | 267'600 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 106.54 % | 107.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'350 CHF | 267'600 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 106.53 % | 107.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'326 CHF | 267'576 CHF | 100.00% | 100.00% |