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% | 103.70 % | 104.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'444 CHF | 261'523 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.79 % | 104.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'105 CHF | 261'181 CHF | 99.91% | 99.91% |
18.11.2024 | 0.80% | 103.82 % | 104.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'521 CHF | 261'597 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.81 % | 104.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'200 CHF | 261'275 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.49 % | 104.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'680 CHF | 260'755 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.38 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'111 CHF | 260'186 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.05 % | 103.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'225 CHF | 260'300 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.47 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'927 CHF | 261'002 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.03 % | 103.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'626 CHF | 259'701 CHF | 99.78% | 99.78% |
07.11.2024 | 0.80% | 103.14 % | 103.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'139 CHF | 260'214 CHF | 100.00% | 100.00% |