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% | 103.26 % | 104.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'404 CHF | 260'479 CHF | 99.94% | 99.94% |
19.11.2024 | 0.80% | 103.02 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'538 CHF | 259'613 CHF | 99.93% | 99.93% |
18.11.2024 | 0.80% | 103.13 % | 103.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'159 CHF | 260'234 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.32 % | 104.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'459 CHF | 260'534 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.41 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'359 CHF | 260'434 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.43 % | 104.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'277 CHF | 260'352 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.76 % | 103.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'954 CHF | 260'029 CHF | 99.98% | 99.98% |
11.11.2024 | 0.80% | 103.55 % | 104.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'760 CHF | 260'835 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.08 % | 103.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'773 CHF | 259'848 CHF | 99.92% | 99.92% |
07.11.2024 | 0.80% | 103.37 % | 104.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'978 CHF | 260'053 CHF | 100.00% | 100.00% |