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% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'100 CHF | 254'125 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'075 CHF | 254'100 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'075 CHF | 254'100 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'050 CHF | 254'075 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'025 CHF | 254'050 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'008 CHF | 254'034 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'050 CHF | 254'075 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'050 CHF | 254'075 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'025 CHF | 254'050 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'025 CHF | 254'050 CHF | 100.00% | 100.00% |