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% | 105.14 % | 105.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'165 CHF | 265'284 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 105.16 % | 106.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'339 CHF | 264'440 CHF | 99.78% | 99.78% |
18.11.2024 | 0.80% | 105.43 % | 106.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'085 CHF | 266'210 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 105.44 % | 106.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'682 CHF | 265'807 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 105.85 % | 106.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'636 CHF | 266'761 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 105.58 % | 106.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'806 CHF | 266'931 CHF | 99.96% | 99.96% |
12.11.2024 | 0.80% | 105.78 % | 106.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'907 CHF | 267'032 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 106.34 % | 107.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 265'721 CHF | 267'850 CHF | 99.95% | 99.95% |
08.11.2024 | 0.80% | 105.75 % | 106.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'825 CHF | 265'950 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 105.67 % | 106.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'661 CHF | 265'786 CHF | 100.00% | 100.00% |