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% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'601 CHF | 257'651 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'973 CHF | 257'023 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.14 % | 102.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'067 CHF | 257'117 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'486 CHF | 257'536 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.30 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'745 CHF | 257'795 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'207 CHF | 258'257 CHF | 99.84% | 99.84% |
12.11.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'557 CHF | 258'610 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'982 CHF | 259'053 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.70 % | 103.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'845 CHF | 258'913 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'031 CHF | 259'104 CHF | 100.00% | 100.00% |