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% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'821 CHF | 252'846 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'795 CHF | 252'820 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'984 CHF | 253'009 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'555 CHF | 252'566 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'423 CHF | 252'423 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'172 CHF | 252'172 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'515 CHF | 252'519 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'810 CHF | 252'835 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'345 CHF | 252'345 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'249 CHF | 252'249 CHF | 100.00% | 100.00% |