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 | 0.46% | 107.42 % | 107.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'522 CHF | 269'772 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.31 % | 106.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'222 CHF | 266'472 CHF | 89.38% | 89.38% |
18.11.2024 | 0.47% | 105.97 % | 106.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'898 CHF | 266'148 CHF | 99.68% | 99.68% |
15.11.2024 | 0.47% | 105.54 % | 106.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'990 CHF | 266'240 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.55 % | 107.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 266'732 CHF | 267'982 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 107.09 % | 107.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 267'355 CHF | 268'605 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 107.20 % | 107.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'207 CHF | 269'457 CHF | 95.89% | 95.89% |
11.11.2024 | 0.47% | 105.64 % | 106.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'094 CHF | 265'344 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 104.20 % | 104.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'966 CHF | 263'216 CHF | 99.84% | 99.84% |
07.11.2024 | 0.47% | 105.39 % | 105.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'361 CHF | 265'611 CHF | 100.00% | 100.00% |