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% | 105.57 % | 106.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'925 CHF | 265'175 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 105.57 % | 106.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'919 CHF | 265'169 CHF | 89.36% | 89.36% |
18.11.2024 | 0.47% | 105.56 % | 106.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'906 CHF | 265'156 CHF | 99.67% | 99.67% |
15.11.2024 | 0.47% | 105.55 % | 106.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'893 CHF | 265'143 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 105.55 % | 106.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'869 CHF | 265'119 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 105.54 % | 106.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'838 CHF | 265'088 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.54 % | 106.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'835 CHF | 265'085 CHF | 98.72% | 98.72% |
11.11.2024 | 0.47% | 105.53 % | 106.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'816 CHF | 265'066 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.53 % | 106.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'821 CHF | 265'071 CHF | 99.83% | 99.83% |
07.11.2024 | 0.47% | 105.52 % | 106.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'802 CHF | 265'052 CHF | 100.00% | 100.00% |