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% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'075 CHF | 256'125 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'075 CHF | 256'125 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'050 CHF | 256'100 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'589 CHF | 255'616 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'641 CHF | 255'679 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'157 CHF | 255'182 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'093 CHF | 255'118 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.31 % | 102.12 % | 240'000 | 250'000 | 243'177 | 250'000 | 245'832 CHF | 254'756 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'334 CHF | 258'384 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.58 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'343 CHF | 254'366 CHF | 99.94% | 99.94% |