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% | 101.87 % | 102.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'820 CHF | 256'870 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'644 CHF | 256'694 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'870 CHF | 256'920 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'928 CHF | 256'978 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'185 CHF | 257'235 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.07 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'159 CHF | 257'209 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'327 CHF | 257'377 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.19 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'439 CHF | 257'489 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'168 CHF | 257'218 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'288 CHF | 257'338 CHF | 100.00% | 100.00% |