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% | 103.19 % | 104.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'945 CHF | 261'020 CHF | 99.94% | 99.94% |
19.11.2024 | 0.80% | 103.11 % | 103.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'580 CHF | 259'655 CHF | 99.78% | 99.78% |
18.11.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'767 CHF | 258'829 CHF | 99.99% | 99.99% |
15.11.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'922 CHF | 258'992 CHF | 99.95% | 99.95% |
14.11.2024 | 0.80% | 103.06 % | 103.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'430 CHF | 259'505 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.39 % | 104.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'075 CHF | 260'143 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.16 % | 103.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'733 CHF | 259'807 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'275 CHF | 259'350 CHF | 99.99% | 99.99% |
08.11.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'717 CHF | 258'782 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.57 % | 103.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'346 CHF | 257'396 CHF | 100.00% | 100.00% |