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% | 105.06 % | 105.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'012 CHF | 265'126 CHF | 99.95% | 99.95% |
19.11.2024 | 0.80% | 104.91 % | 105.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'262 CHF | 264'364 CHF | 99.81% | 99.81% |
18.11.2024 | 0.80% | 104.98 % | 105.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'979 CHF | 264'079 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 104.40 % | 105.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'788 CHF | 262'888 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 104.37 % | 105.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'047 CHF | 262'137 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 104.21 % | 105.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'409 CHF | 262'509 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.95 % | 104.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'755 CHF | 262'854 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 104.83 % | 105.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'191 CHF | 264'291 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.24 % | 105.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'645 CHF | 262'745 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 104.50 % | 105.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'446 CHF | 263'546 CHF | 99.92% | 99.92% |