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 | 0.98% | 101.19 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'033 CHF | 255'533 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 101.22 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'067 CHF | 255'567 CHF | 89.36% | 89.36% |
18.11.2024 | 0.98% | 101.22 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'030 CHF | 255'530 CHF | 99.66% | 99.66% |
15.11.2024 | 0.98% | 101.24 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'240 CHF | 255'740 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 101.36 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'270 CHF | 255'770 CHF | 100.00% | 100.00% |
13.11.2024 | 0.98% | 101.29 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'228 CHF | 255'728 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 101.30 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'325 CHF | 255'825 CHF | 98.72% | 98.72% |
11.11.2024 | 0.98% | 101.39 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'418 CHF | 255'918 CHF | 100.00% | 100.00% |
08.11.2024 | 0.98% | 101.24 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'124 CHF | 255'624 CHF | 99.83% | 99.83% |
07.11.2024 | 0.98% | 101.30 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'286 CHF | 255'786 CHF | 100.00% | 100.00% |