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% | 107.68 % | 108.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'459 CHF | 270'709 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 107.73 % | 108.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 268'880 CHF | 270'130 CHF | 89.38% | 89.38% |
18.11.2024 | 0.46% | 107.75 % | 108.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'386 CHF | 270'636 CHF | 99.68% | 99.68% |
15.11.2024 | 0.46% | 107.70 % | 108.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'490 CHF | 270'740 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 107.77 % | 108.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'098 CHF | 271'348 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 108.13 % | 108.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'089 CHF | 271'339 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 107.84 % | 108.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'672 CHF | 270'922 CHF | 98.75% | 98.75% |
11.11.2024 | 0.46% | 108.07 % | 108.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 270'149 CHF | 271'399 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 107.94 % | 108.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'286 CHF | 270'536 CHF | 99.85% | 99.85% |
07.11.2024 | 0.46% | 107.75 % | 108.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 269'473 CHF | 270'723 CHF | 100.00% | 100.00% |