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 | 0.48% | 104.11 % | 104.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'425 CHF | 261'675 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 104.14 % | 104.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'294 CHF | 261'544 CHF | 89.36% | 89.36% |
18.11.2024 | 0.48% | 104.19 % | 104.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'460 CHF | 261'710 CHF | 99.67% | 99.67% |
15.11.2024 | 0.48% | 104.17 % | 104.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'424 CHF | 261'674 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.17 % | 104.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'407 CHF | 261'657 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.13 % | 104.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'360 CHF | 261'610 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.12 % | 104.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'360 CHF | 261'610 CHF | 98.74% | 98.74% |
11.11.2024 | 0.48% | 104.16 % | 104.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'414 CHF | 261'664 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.14 % | 104.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'375 CHF | 261'625 CHF | 99.83% | 99.83% |
07.11.2024 | 0.48% | 104.12 % | 104.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'254 CHF | 261'504 CHF | 100.00% | 100.00% |