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 | 0.59% | 101.57 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'325 CHF | 255'825 CHF | 99.99% | 99.99% |
19.11.2024 | 0.59% | 101.56 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'873 CHF | 255'373 CHF | 89.36% | 89.36% |
18.11.2024 | 0.59% | 101.86 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'463 CHF | 255'963 CHF | 99.66% | 99.66% |
15.11.2024 | 0.59% | 101.80 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'940 CHF | 256'440 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 100.88 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'928 CHF | 256'428 CHF | 6.07% | 6.07% |
13.11.2024 | 0.59% | 102.05 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'996 CHF | 256'496 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 102.09 % | 102.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'836 CHF | 257'336 CHF | 98.71% | 98.71% |
11.11.2024 | 0.58% | 102.70 % | 103.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'771 CHF | 258'271 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 102.36 % | 102.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'234 CHF | 257'734 CHF | 16.84% | 16.84% |
07.11.2024 | 0.58% | 102.76 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'088 CHF | 258'588 CHF | 100.00% | 100.00% |