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% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'858 CHF | 255'908 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'821 CHF | 255'871 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'724 CHF | 255'768 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'471 CHF | 255'496 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'374 CHF | 255'399 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'363 CHF | 255'388 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'377 CHF | 255'402 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'471 CHF | 255'500 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'162 CHF | 255'187 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'366 CHF | 255'391 CHF | 100.00% | 100.00% |