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% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'427 CHF | 256'477 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'109 CHF | 256'157 CHF | 99.78% | 99.78% |
18.11.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'264 CHF | 257'314 CHF | 99.97% | 99.97% |
15.11.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'516 CHF | 257'566 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.62 % | 103.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'439 CHF | 258'492 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'493 CHF | 258'543 CHF | 99.99% | 99.99% |
12.11.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'455 CHF | 258'505 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.87 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'229 CHF | 259'304 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'375 CHF | 258'425 CHF | 99.88% | 99.88% |
07.11.2024 | 0.80% | 102.63 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'651 CHF | 258'710 CHF | 100.00% | 100.00% |