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% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'874 CHF | 257'924 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'765 CHF | 257'815 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'717 CHF | 257'767 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.27 % | 103.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'634 CHF | 257'684 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'620 CHF | 257'670 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'580 CHF | 257'630 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'815 CHF | 257'865 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'816 CHF | 257'866 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.27 % | 103.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'650 CHF | 257'700 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.27 % | 103.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'689 CHF | 257'739 CHF | 100.00% | 100.00% |