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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.11.2024 | 0.80% | 104.11 % | 104.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'295 CHF | 263'395 CHF | 99.67% | 99.67% |
05.11.2024 | 0.80% | 104.48 % | 105.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'559 CHF | 263'659 CHF | 100.00% | 100.00% |
04.11.2024 | 0.80% | 104.83 % | 105.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'327 CHF | 264'427 CHF | 100.00% | 100.00% |
01.11.2024 | 0.80% | 105.04 % | 105.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'266 CHF | 264'366 CHF | 100.00% | 100.00% |
31.10.2024 | 0.80% | 104.61 % | 105.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'861 CHF | 263'961 CHF | 100.00% | 100.00% |
30.10.2024 | 0.80% | 104.70 % | 105.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'895 CHF | 263'995 CHF | 100.00% | 100.00% |
29.10.2024 | 0.80% | 104.88 % | 105.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'328 CHF | 264'428 CHF | 99.68% | 99.68% |
28.10.2024 | 0.80% | 105.06 % | 105.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'718 CHF | 264'818 CHF | 100.00% | 100.00% |
25.10.2024 | 0.80% | 105.02 % | 105.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'310 CHF | 264'410 CHF | 100.00% | 100.00% |
24.10.2024 | 0.80% | 104.90 % | 105.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'084 CHF | 264'184 CHF | 100.00% | 100.00% |