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% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'031 CHF | 255'056 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'044 CHF | 255'069 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'074 CHF | 255'099 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'173 CHF | 255'198 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'101 CHF | 255'126 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'921 CHF | 254'946 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'974 CHF | 254'999 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'065 CHF | 255'090 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'017 CHF | 255'042 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'117 CHF | 255'142 CHF | 100.00% | 100.00% |