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% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'173 CHF | 253'198 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'159 CHF | 253'184 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'701 CHF | 252'723 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'253 CHF | 252'254 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'343 CHF | 252'343 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'076 CHF | 252'076 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'284 CHF | 252'288 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'726 CHF | 252'751 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 230'000 | 250'000 | 248'235 | 250'385 CHF | 250'608 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'719 CHF | 252'743 CHF | 100.00% | 100.00% |