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% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'321 CHF | 254'346 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'259 CHF | 254'284 CHF | 99.96% | 99.96% |
18.11.2024 | 0.80% | 101.09 % | 101.90 % | 246'000 | 250'000 | 249'152 | 250'000 | 251'951 CHF | 254'833 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'392 CHF | 255'420 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'023 CHF | 256'073 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'436 CHF | 256'486 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'412 CHF | 256'462 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.99 % | 102.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'954 CHF | 257'004 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'464 CHF | 256'514 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'957 CHF | 257'007 CHF | 100.00% | 100.00% |