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% | 102.21 % | 103.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'433 CHF | 258'488 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.97 % | 103.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'422 CHF | 259'496 CHF | 99.98% | 99.98% |
18.11.2024 | 0.80% | 103.15 % | 103.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'768 CHF | 260'843 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.29 % | 104.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'343 CHF | 260'418 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.63 % | 104.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'189 CHF | 261'264 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.59 % | 104.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'033 CHF | 262'122 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 104.03 % | 104.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'625 CHF | 262'724 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 104.42 % | 105.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'254 CHF | 263'354 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.15 % | 104.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'354 CHF | 261'433 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.78 % | 104.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'136 CHF | 260'211 CHF | 100.00% | 100.00% |