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% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'731 CHF | 256'781 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'667 CHF | 256'717 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.96 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'892 CHF | 256'942 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'924 CHF | 256'974 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'169 CHF | 257'219 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'165 CHF | 257'215 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.07 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'226 CHF | 257'276 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.13 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'358 CHF | 257'408 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'222 CHF | 257'272 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'243 CHF | 257'293 CHF | 100.00% | 100.00% |