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% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'216 CHF | 254'241 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'175 CHF | 254'200 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'899 CHF | 253'924 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'619 CHF | 253'644 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'985 CHF | 254'010 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'816 CHF | 253'841 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'019 CHF | 254'044 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'931 CHF | 253'956 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'779 CHF | 253'804 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'877 CHF | 253'902 CHF | 100.00% | 100.00% |