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% | 102.13 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'272 CHF | 257'322 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'994 CHF | 257'044 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'210 CHF | 257'260 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.13 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'267 CHF | 257'317 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.16 % | 102.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'281 CHF | 257'331 CHF | 99.95% | 99.95% |
13.11.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'252 CHF | 257'302 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'211 CHF | 257'261 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.14 % | 102.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'244 CHF | 257'294 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'329 CHF | 255'357 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'882 CHF | 255'932 CHF | 100.00% | 100.00% |