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% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'078 CHF | 254'103 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'085 CHF | 254'110 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'128 CHF | 254'153 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'223 CHF | 254'248 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'192 CHF | 254'217 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'083 CHF | 254'108 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'097 CHF | 254'122 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'198 CHF | 254'223 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'142 CHF | 254'167 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'318 CHF | 254'343 CHF | 100.00% | 100.00% |