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 | 252'534 CHF | 254'559 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'721 CHF | 253'746 CHF | 99.94% | 99.94% |
18.11.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'187 CHF | 254'212 CHF | 99.99% | 99.99% |
15.11.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'505 CHF | 253'530 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'075 CHF | 253'098 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'578 CHF | 252'591 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'355 CHF | 253'379 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'001 CHF | 255'026 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'400 CHF | 254'425 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'392 CHF | 254'417 CHF | 100.00% | 100.00% |