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% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'015 CHF | 255'040 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'972 CHF | 254'997 CHF | 99.98% | 99.98% |
18.11.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'795 CHF | 254'820 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'427 CHF | 254'452 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'500 CHF | 254'525 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'651 CHF | 254'676 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'433 CHF | 254'458 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'480 CHF | 254'505 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'099 CHF | 254'124 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'082 CHF | 254'107 CHF | 100.00% | 100.00% |