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% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'600 CHF | 252'625 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'575 CHF | 252'600 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'575 CHF | 252'600 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'575 CHF | 252'600 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'575 CHF | 252'600 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'550 CHF | 252'550 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'550 CHF | 252'550 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'540 CHF | 252'540 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'550 CHF | 252'550 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'561 CHF | 252'573 CHF | 100.00% | 100.00% |