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 | 0.49% | 101.87 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'671 CHF | 255'921 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.86 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'648 CHF | 255'898 CHF | 89.38% | 89.38% |
18.11.2024 | 0.49% | 101.86 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'651 CHF | 255'901 CHF | 99.68% | 99.68% |
15.11.2024 | 0.49% | 101.83 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'604 CHF | 255'854 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.85 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'626 CHF | 255'876 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.84 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'600 CHF | 255'850 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.84 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'600 CHF | 255'850 CHF | 98.74% | 98.74% |
11.11.2024 | 0.49% | 101.84 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'597 CHF | 255'847 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.84 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'585 CHF | 255'835 CHF | 99.84% | 99.84% |
07.11.2024 | 0.49% | 101.83 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'575 CHF | 255'825 CHF | 100.00% | 100.00% |