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% | 103.27 % | 104.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'638 CHF | 261'720 CHF | 99.96% | 99.96% |
19.11.2024 | 0.80% | 103.85 % | 104.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'959 CHF | 262'047 CHF | 99.85% | 99.85% |
18.11.2024 | 0.80% | 104.02 % | 104.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'297 CHF | 261'373 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.60 % | 104.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'181 CHF | 260'256 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 102.67 % | 103.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'155 CHF | 260'228 CHF | 99.99% | 99.99% |
13.11.2024 | 0.80% | 103.84 % | 104.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'839 CHF | 261'922 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 103.73 % | 104.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'622 CHF | 261'705 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 104.15 % | 104.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'817 CHF | 262'917 CHF | 21.17% | 21.17% |
08.11.2024 | 0.80% | 103.06 % | 103.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'152 CHF | 258'207 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'483 CHF | 254'512 CHF | 99.97% | 99.97% |