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% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'672 CHF | 255'709 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'493 CHF | 255'527 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'080 CHF | 256'129 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'910 CHF | 255'955 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'465 CHF | 256'515 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'235 CHF | 256'285 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'114 CHF | 256'164 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'395 CHF | 256'445 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'987 CHF | 256'037 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'843 CHF | 255'892 CHF | 100.00% | 100.00% |