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% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'396 CHF | 255'421 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'337 CHF | 255'363 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'729 CHF | 255'772 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'145 CHF | 256'195 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'501 CHF | 256'551 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'416 CHF | 256'466 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'685 CHF | 256'735 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'208 CHF | 257'258 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'019 CHF | 257'069 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.13 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'448 CHF | 257'498 CHF | 100.00% | 100.00% |