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% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'753 CHF | 253'778 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'823 CHF | 253'848 CHF | 99.93% | 99.93% |
18.11.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'677 CHF | 253'702 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'314 CHF | 254'339 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'553 CHF | 254'578 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'763 CHF | 253'788 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'207 CHF | 254'232 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'126 CHF | 254'151 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'735 CHF | 253'760 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'577 CHF | 253'602 CHF | 100.00% | 100.00% |