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% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'039 CHF | 254'064 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'291 CHF | 253'315 CHF | 99.97% | 99.97% |
18.11.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'036 CHF | 254'061 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.17 % | 101.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'244 CHF | 256'290 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.35 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'387 CHF | 257'437 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'216 CHF | 257'266 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.48 % | 103.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'226 CHF | 259'298 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.08 % | 103.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'882 CHF | 259'957 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.34 % | 103.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'092 CHF | 258'146 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.01 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'798 CHF | 258'863 CHF | 100.00% | 100.00% |