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% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'374 CHF | 254'399 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'241 CHF | 254'266 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'131 CHF | 254'156 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'973 CHF | 253'998 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'183 CHF | 254'208 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'115 CHF | 254'140 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'078 CHF | 254'103 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'340 CHF | 254'365 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'178 CHF | 254'203 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'133 CHF | 254'158 CHF | 100.00% | 100.00% |