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% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'839 CHF | 256'889 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.87 % | 102.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'686 CHF | 256'736 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'025 CHF | 257'075 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.07 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'359 CHF | 257'409 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'502 CHF | 257'552 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'286 CHF | 257'336 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'488 CHF | 257'538 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 102.45 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'111 CHF | 258'161 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'759 CHF | 257'809 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'349 CHF | 258'399 CHF | 100.00% | 100.00% |