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% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'926 CHF | 257'976 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'004 CHF | 258'054 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'991 CHF | 258'041 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.45 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'288 CHF | 258'338 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'207 CHF | 258'257 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'069 CHF | 258'119 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.45 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'218 CHF | 258'268 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'269 CHF | 258'319 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'014 CHF | 258'064 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.46 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'140 CHF | 258'190 CHF | 100.00% | 100.00% |