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% | 103.08 % | 103.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'021 CHF | 260'096 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.18 % | 104.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'234 CHF | 260'309 CHF | 99.95% | 99.95% |
18.11.2024 | 0.80% | 103.42 % | 104.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'696 CHF | 260'771 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.29 % | 104.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'822 CHF | 260'897 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.66 % | 104.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'185 CHF | 261'260 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.65 % | 104.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'489 CHF | 261'566 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.85 % | 104.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'320 CHF | 262'418 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 104.33 % | 105.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'985 CHF | 262'073 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.06 % | 104.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'118 CHF | 261'195 CHF | 99.94% | 99.94% |
07.11.2024 | 0.80% | 103.21 % | 104.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'574 CHF | 259'649 CHF | 100.00% | 100.00% |