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 | 0.48% | 102.69 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'553 CHF | 258'803 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 103.34 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'979 CHF | 259'229 CHF | 89.36% | 89.36% |
18.11.2024 | 0.48% | 103.64 % | 104.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'627 CHF | 258'877 CHF | 99.67% | 99.67% |
15.11.2024 | 0.48% | 103.17 % | 103.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'082 CHF | 260'332 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 103.94 % | 104.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'772 CHF | 261'022 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.14 % | 104.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'570 CHF | 259'820 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.51 % | 104.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'427 CHF | 261'677 CHF | 98.74% | 98.74% |
11.11.2024 | 0.48% | 104.52 % | 105.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'210 CHF | 261'460 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.65 % | 104.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'686 CHF | 260'936 CHF | 99.82% | 99.82% |
07.11.2024 | 0.48% | 104.25 % | 104.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'009 CHF | 262'259 CHF | 100.00% | 100.00% |