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% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'868 CHF | 253'893 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'852 CHF | 253'877 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'825 CHF | 253'850 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'817 CHF | 253'842 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'819 CHF | 253'844 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'755 CHF | 253'780 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'800 CHF | 253'825 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'800 CHF | 253'825 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'750 CHF | 253'775 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'725 CHF | 253'750 CHF | 100.00% | 100.00% |