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% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'682 CHF | 257'732 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.27 % | 103.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'675 CHF | 257'725 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'550 CHF | 257'600 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'557 CHF | 257'607 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'534 CHF | 257'584 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.19 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'502 CHF | 257'552 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'650 CHF | 257'700 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'588 CHF | 257'638 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.19 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'445 CHF | 257'495 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'227 CHF | 257'277 CHF | 100.00% | 100.00% |