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% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'842 CHF | 256'892 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'401 CHF | 256'451 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'952 CHF | 257'002 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'661 CHF | 256'711 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'507 CHF | 256'557 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'519 CHF | 256'569 CHF | 99.83% | 99.83% |
12.11.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'645 CHF | 256'695 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'735 CHF | 256'785 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'303 CHF | 256'353 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'389 CHF | 256'439 CHF | 100.00% | 100.00% |