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% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'177 CHF | 255'202 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'106 CHF | 255'131 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'261 CHF | 255'286 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'394 CHF | 255'419 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'554 CHF | 255'579 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'531 CHF | 255'556 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'568 CHF | 255'593 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'622 CHF | 255'647 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'476 CHF | 255'501 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'500 CHF | 255'525 CHF | 100.00% | 100.00% |