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% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'124 CHF | 254'149 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'782 CHF | 253'807 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'947 CHF | 253'972 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'877 CHF | 253'902 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'913 CHF | 253'938 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'754 CHF | 253'779 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'124 CHF | 254'149 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'143 CHF | 254'168 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'852 CHF | 253'877 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'010 CHF | 254'035 CHF | 100.00% | 100.00% |