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% | 102.30 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'842 CHF | 257'892 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'669 CHF | 257'719 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'749 CHF | 257'799 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.19 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'430 CHF | 257'480 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.19 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'360 CHF | 257'410 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'248 CHF | 258'298 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'394 CHF | 258'444 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.63 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'538 CHF | 258'588 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.49 % | 103.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'313 CHF | 258'363 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'620 CHF | 258'670 CHF | 100.00% | 100.00% |