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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.80% | 103.60 % | 104.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'928 CHF | 261'003 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 103.47 % | 104.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'693 CHF | 260'768 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.45 % | 104.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'505 CHF | 260'580 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 103.38 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'705 CHF | 260'780 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.42 % | 104.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'571 CHF | 260'646 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.43 % | 104.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'542 CHF | 260'617 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.33 % | 104.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'379 CHF | 260'454 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.02 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'781 CHF | 259'856 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.22 % | 104.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'076 CHF | 260'151 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.10 % | 103.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'711 CHF | 259'786 CHF | 100.00% | 100.00% |