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% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'605 CHF | 259'680 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.01 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'480 CHF | 259'555 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 103.31 % | 104.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'187 CHF | 260'262 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.10 % | 103.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'860 CHF | 259'935 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.13 % | 103.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'709 CHF | 259'784 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.96 % | 103.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'565 CHF | 259'640 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 102.99 % | 103.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'910 CHF | 259'985 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.34 % | 104.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'112 CHF | 260'187 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'233 CHF | 259'305 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'263 CHF | 259'338 CHF | 100.00% | 100.00% |