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% | 101.40 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'666 CHF | 254'916 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.36 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'434 CHF | 254'684 CHF | 89.38% | 89.38% |
18.11.2024 | 0.49% | 101.44 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'462 CHF | 254'712 CHF | 99.68% | 99.68% |
15.11.2024 | 0.49% | 101.29 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'358 CHF | 254'608 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.40 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'385 CHF | 254'635 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.27 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'063 CHF | 254'313 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.06 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'105 CHF | 254'355 CHF | 98.74% | 98.74% |
11.11.2024 | 0.49% | 101.37 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'520 CHF | 254'770 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.24 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'379 CHF | 254'629 CHF | 99.84% | 99.84% |
07.11.2024 | 0.49% | 101.31 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'309 CHF | 254'559 CHF | 100.00% | 100.00% |