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% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'684 CHF | 256'734 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.80 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'540 CHF | 256'590 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.80 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'488 CHF | 256'538 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'504 CHF | 256'554 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'404 CHF | 256'454 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'248 CHF | 256'298 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'223 CHF | 256'273 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'153 CHF | 256'203 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'090 CHF | 256'140 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'063 CHF | 256'113 CHF | 100.00% | 100.00% |