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% | 102.66 % | 103.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'033 CHF | 259'105 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.70 % | 103.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'846 CHF | 258'912 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.96 % | 103.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'304 CHF | 259'379 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.00 % | 103.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'661 CHF | 259'736 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.35 % | 104.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'953 CHF | 260'028 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.07 % | 103.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'703 CHF | 259'778 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.07 % | 103.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'964 CHF | 260'039 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.57 % | 104.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'861 CHF | 260'936 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.23 % | 104.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'255 CHF | 260'330 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.55 % | 104.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'000 CHF | 261'075 CHF | 100.00% | 100.00% |