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% | 104.74 % | 105.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'561 CHF | 263'811 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.86 % | 105.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'272 CHF | 263'522 CHF | 89.37% | 89.37% |
18.11.2024 | 0.48% | 104.96 % | 105.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'316 CHF | 263'566 CHF | 99.67% | 99.67% |
15.11.2024 | 0.48% | 104.99 % | 105.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'169 CHF | 263'419 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.95 % | 105.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'152 CHF | 263'402 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.49 % | 104.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'002 CHF | 262'252 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.77 % | 105.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'408 CHF | 263'658 CHF | 98.73% | 98.73% |
11.11.2024 | 0.48% | 105.01 % | 105.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'200 CHF | 263'450 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.81 % | 105.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'777 CHF | 263'027 CHF | 99.83% | 99.83% |
07.11.2024 | 0.48% | 104.64 % | 105.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'391 CHF | 262'641 CHF | 100.00% | 100.00% |