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% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'852 CHF | 255'902 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'773 CHF | 255'813 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'768 CHF | 255'816 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'490 CHF | 255'515 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'088 CHF | 255'113 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'006 CHF | 255'031 CHF | 99.83% | 99.83% |
12.11.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'158 CHF | 255'183 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'203 CHF | 255'228 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'686 CHF | 254'711 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'579 CHF | 254'604 CHF | 100.00% | 100.00% |