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% | 103.39 % | 103.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'851 CHF | 260'101 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 103.26 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'943 CHF | 259'193 CHF | 89.37% | 89.37% |
18.11.2024 | 0.48% | 103.43 % | 103.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'296 CHF | 259'546 CHF | 99.67% | 99.67% |
15.11.2024 | 0.48% | 102.68 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'925 CHF | 260'175 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 104.55 % | 105.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'394 CHF | 262'644 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 104.55 % | 105.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'236 CHF | 262'486 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 104.69 % | 105.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'819 CHF | 263'069 CHF | 98.71% | 98.71% |
11.11.2024 | 0.48% | 104.64 % | 105.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'814 CHF | 263'064 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.45 % | 104.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'676 CHF | 261'926 CHF | 99.83% | 99.83% |
07.11.2024 | 0.48% | 104.23 % | 104.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'354 CHF | 261'604 CHF | 100.00% | 100.00% |