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% | 106.80 % | 107.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'535 CHF | 270'685 CHF | 99.90% | 99.90% |
19.11.2024 | 0.80% | 107.43 % | 108.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'823 CHF | 270'974 CHF | 99.53% | 99.53% |
18.11.2024 | 0.80% | 107.73 % | 108.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'576 CHF | 270'727 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 107.46 % | 108.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'989 CHF | 270'139 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 106.74 % | 107.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'958 CHF | 270'108 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 107.84 % | 108.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'923 CHF | 272'097 CHF | 99.97% | 99.97% |
12.11.2024 | 0.80% | 108.25 % | 109.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 271'436 CHF | 273'614 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 108.81 % | 109.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 272'431 CHF | 274'616 CHF | 21.17% | 21.17% |
08.11.2024 | 0.80% | 107.76 % | 108.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'391 CHF | 270'546 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 107.41 % | 108.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'104 CHF | 268'239 CHF | 99.93% | 99.93% |