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% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'618 CHF | 256'668 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'224 CHF | 256'274 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'825 CHF | 256'875 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'476 CHF | 257'526 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'867 CHF | 257'917 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'520 CHF | 257'570 CHF | 99.99% | 99.99% |
12.11.2024 | 0.80% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'400 CHF | 258'450 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.02 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'418 CHF | 259'493 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.60 % | 103.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'688 CHF | 258'744 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.00 % | 103.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'081 CHF | 259'146 CHF | 99.92% | 99.92% |