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% | 103.93 % | 104.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'200 CHF | 262'298 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.80 % | 104.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'636 CHF | 261'715 CHF | 99.87% | 99.87% |
18.11.2024 | 0.80% | 103.83 % | 104.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'114 CHF | 261'189 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.42 % | 104.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'143 CHF | 260'218 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.32 % | 104.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'400 CHF | 259'471 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.17 % | 104.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'791 CHF | 259'866 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.81 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'730 CHF | 259'805 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.50 % | 104.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'833 CHF | 260'908 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.86 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'165 CHF | 259'240 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.18 % | 104.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'083 CHF | 260'158 CHF | 100.00% | 100.00% |