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% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'050 CHF | 257'100 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'050 CHF | 257'100 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'025 CHF | 257'075 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'050 CHF | 257'100 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'031 CHF | 257'081 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'000 CHF | 257'050 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'000 CHF | 257'050 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.99 % | 102.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'975 CHF | 257'025 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'950 CHF | 257'000 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'977 CHF | 257'027 CHF | 100.00% | 100.00% |