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% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'284 CHF | 253'306 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'806 CHF | 252'821 CHF | 99.78% | 99.78% |
18.11.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'495 CHF | 253'520 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'134 CHF | 254'159 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'959 CHF | 253'984 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'757 CHF | 253'782 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'466 CHF | 255'499 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'434 CHF | 256'484 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'850 CHF | 254'879 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'974 CHF | 256'018 CHF | 99.94% | 99.94% |