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% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'965 CHF | 253'990 CHF | 99.92% | 99.92% |
19.11.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'419 CHF | 253'439 CHF | 99.96% | 99.96% |
18.11.2024 | 0.80% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'990 CHF | 254'015 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'311 CHF | 253'336 CHF | 99.94% | 99.94% |
14.11.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'890 CHF | 252'905 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'643 CHF | 252'657 CHF | 99.86% | 99.86% |
12.11.2024 | 0.80% | 99.86 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'188 CHF | 253'209 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'152 CHF | 256'202 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'900 CHF | 252'918 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'287 CHF | 255'317 CHF | 99.97% | 99.97% |