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% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'890 CHF | 255'940 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'047 CHF | 256'097 CHF | 99.97% | 99.97% |
18.11.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'216 CHF | 256'266 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'606 CHF | 255'636 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'905 CHF | 254'930 CHF | 99.99% | 99.99% |
13.11.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'400 CHF | 254'426 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'541 CHF | 254'566 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'043 CHF | 255'068 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'128 CHF | 255'157 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'829 CHF | 255'873 CHF | 100.00% | 100.00% |