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 | 0.56% | 106.46 % | 107.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'220 CHF | 267'720 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 106.48 % | 107.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'221 CHF | 267'721 CHF | 89.40% | 89.40% |
18.11.2024 | 0.56% | 106.45 % | 107.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'112 CHF | 267'612 CHF | 99.67% | 99.67% |
15.11.2024 | 0.56% | 106.36 % | 106.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'981 CHF | 267'481 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 106.42 % | 107.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'018 CHF | 267'518 CHF | 100.00% | 100.00% |
13.11.2024 | 0.56% | 106.36 % | 106.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'882 CHF | 267'382 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 106.36 % | 106.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'957 CHF | 267'457 CHF | 98.72% | 98.72% |
11.11.2024 | 0.56% | 106.38 % | 106.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'958 CHF | 267'458 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 106.32 % | 106.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'737 CHF | 267'237 CHF | 99.83% | 99.83% |
07.11.2024 | 0.56% | 106.27 % | 106.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'676 CHF | 267'176 CHF | 100.00% | 100.00% |