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% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'332 CHF | 256'382 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'339 CHF | 256'389 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'259 CHF | 256'309 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'213 CHF | 256'263 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'071 CHF | 256'121 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'836 CHF | 255'886 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'865 CHF | 255'915 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'767 CHF | 255'817 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'762 CHF | 255'806 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'806 CHF | 255'856 CHF | 100.00% | 100.00% |