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 | 0.80% | 106.58 % | 107.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'582 CHF | 268'732 CHF | 99.99% | 99.99% |
19.11.2024 | 0.80% | 106.62 % | 107.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'447 CHF | 268'597 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 106.55 % | 107.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'236 CHF | 268'384 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 106.41 % | 107.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'133 CHF | 268'273 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 106.52 % | 107.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'313 CHF | 268'463 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 106.49 % | 107.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'205 CHF | 268'353 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 106.36 % | 107.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'987 CHF | 268'118 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 106.41 % | 107.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'113 CHF | 268'254 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 106.28 % | 107.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'458 CHF | 267'583 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 106.07 % | 106.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'879 CHF | 267'004 CHF | 100.00% | 100.00% |