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% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'869 CHF | 254'894 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'631 CHF | 254'656 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'007 CHF | 255'032 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'345 CHF | 255'370 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'561 CHF | 255'596 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'375 CHF | 255'400 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'901 CHF | 255'948 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'444 CHF | 256'494 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'164 CHF | 256'214 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'814 CHF | 256'864 CHF | 100.00% | 100.00% |