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% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'544 CHF | 255'569 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'288 CHF | 255'313 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'255 CHF | 255'280 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'988 CHF | 255'013 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'854 CHF | 254'879 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'641 CHF | 254'666 CHF | 99.93% | 99.93% |
12.11.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'562 CHF | 254'587 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'746 CHF | 254'771 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'503 CHF | 254'528 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'607 CHF | 254'632 CHF | 100.00% | 100.00% |