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% | 101.86 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'646 CHF | 255'896 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.82 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'549 CHF | 255'799 CHF | 89.38% | 89.38% |
18.11.2024 | 0.49% | 101.86 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'520 CHF | 255'770 CHF | 99.68% | 99.68% |
15.11.2024 | 0.49% | 101.75 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'391 CHF | 255'641 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.77 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'382 CHF | 255'632 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.71 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'284 CHF | 255'534 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.75 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'428 CHF | 255'678 CHF | 98.75% | 98.75% |
11.11.2024 | 0.49% | 101.78 % | 102.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'417 CHF | 255'667 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.73 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'366 CHF | 255'616 CHF | 99.84% | 99.84% |
07.11.2024 | 0.49% | 101.77 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'426 CHF | 255'676 CHF | 100.00% | 100.00% |