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% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'229 CHF | 253'254 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'065 CHF | 253'090 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'971 CHF | 252'996 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'826 CHF | 252'851 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'943 CHF | 252'968 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'853 CHF | 252'878 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'140 CHF | 253'165 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'101 CHF | 253'126 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'900 CHF | 252'923 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.30 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'745 CHF | 252'770 CHF | 100.00% | 100.00% |