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% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'360 CHF | 253'385 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'415 CHF | 253'440 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'317 CHF | 253'342 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'454 CHF | 253'479 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'384 CHF | 253'409 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'279 CHF | 253'304 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'322 CHF | 253'347 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'282 CHF | 253'307 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'177 CHF | 253'202 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'225 CHF | 253'250 CHF | 100.00% | 100.00% |