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% | 104.44 % | 105.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'466 CHF | 263'566 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 104.37 % | 105.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'893 CHF | 262'993 CHF | 99.94% | 99.94% |
18.11.2024 | 0.80% | 104.70 % | 105.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'005 CHF | 264'108 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 105.19 % | 106.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'100 CHF | 265'221 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 105.13 % | 105.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'138 CHF | 265'255 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 105.50 % | 106.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'295 CHF | 265'417 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 104.52 % | 105.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'625 CHF | 264'730 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 105.44 % | 106.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'509 CHF | 265'634 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 105.04 % | 105.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'395 CHF | 264'495 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 104.83 % | 105.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'826 CHF | 263'926 CHF | 100.00% | 100.00% |