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 | 0.59% | 101.83 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'980 CHF | 256'480 CHF | 99.99% | 99.99% |
19.11.2024 | 0.59% | 101.82 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'508 CHF | 256'008 CHF | 89.36% | 89.36% |
18.11.2024 | 0.59% | 102.13 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'136 CHF | 256'636 CHF | 99.67% | 99.67% |
15.11.2024 | 0.59% | 102.07 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'638 CHF | 257'138 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 100.96 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'630 CHF | 257'130 CHF | 6.07% | 6.07% |
13.11.2024 | 0.58% | 102.33 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'713 CHF | 257'213 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 102.38 % | 102.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'610 CHF | 258'110 CHF | 98.71% | 98.71% |
11.11.2024 | 0.58% | 103.03 % | 103.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'616 CHF | 259'116 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 102.68 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'062 CHF | 258'562 CHF | 16.84% | 16.84% |
07.11.2024 | 0.58% | 103.11 % | 103.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'963 CHF | 259'463 CHF | 100.00% | 100.00% |