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% | 107.13 % | 107.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'853 CHF | 269'103 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 107.01 % | 107.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'480 CHF | 268'730 CHF | 89.37% | 89.37% |
18.11.2024 | 0.47% | 107.01 % | 107.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'572 CHF | 268'822 CHF | 99.68% | 99.68% |
15.11.2024 | 0.47% | 106.98 % | 107.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'461 CHF | 268'711 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.95 % | 107.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'282 CHF | 268'532 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.85 % | 107.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'172 CHF | 268'422 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 106.82 % | 107.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'382 CHF | 268'632 CHF | 98.73% | 98.73% |
11.11.2024 | 0.47% | 107.08 % | 107.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'712 CHF | 268'962 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 107.06 % | 107.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'666 CHF | 268'916 CHF | 99.84% | 99.84% |
07.11.2024 | 0.47% | 107.05 % | 107.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'565 CHF | 268'815 CHF | 100.00% | 100.00% |