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% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'410 CHF | 256'460 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'406 CHF | 256'456 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'644 CHF | 256'694 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.75 % | 102.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'345 CHF | 256'395 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'160 CHF | 256'210 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'116 CHF | 256'166 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'371 CHF | 256'421 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'235 CHF | 256'285 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'040 CHF | 256'090 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'255 CHF | 256'305 CHF | 100.00% | 100.00% |