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% | 102.46 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'167 CHF | 258'217 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.47 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'172 CHF | 258'222 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'090 CHF | 258'140 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.43 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'174 CHF | 258'224 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.47 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'115 CHF | 258'165 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.43 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'008 CHF | 258'058 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.42 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'034 CHF | 258'084 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.42 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'979 CHF | 258'029 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'901 CHF | 257'951 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'944 CHF | 257'994 CHF | 100.00% | 100.00% |