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 | 252'125 CHF | 254'150 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'171 CHF | 254'196 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'217 CHF | 254'242 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'318 CHF | 254'343 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'252 CHF | 254'277 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'041 CHF | 254'066 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'112 CHF | 254'137 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'209 CHF | 254'234 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'167 CHF | 254'192 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'289 CHF | 254'314 CHF | 100.00% | 100.00% |