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 | 0.49% | 102.39 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'985 CHF | 257'235 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 102.39 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'975 CHF | 257'225 CHF | 89.37% | 89.37% |
18.11.2024 | 0.49% | 102.39 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'975 CHF | 257'225 CHF | 99.68% | 99.68% |
15.11.2024 | 0.49% | 102.39 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'975 CHF | 257'225 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.38 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'950 CHF | 257'200 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.37 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'925 CHF | 257'175 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.37 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'925 CHF | 257'175 CHF | 98.74% | 98.74% |
11.11.2024 | 0.49% | 102.37 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'926 CHF | 257'176 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.37 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'925 CHF | 257'175 CHF | 99.83% | 99.83% |
07.11.2024 | 0.49% | 102.36 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'900 CHF | 257'150 CHF | 100.00% | 100.00% |