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% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'532 CHF | 253'554 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'448 CHF | 253'473 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'197 CHF | 253'222 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'121 CHF | 253'146 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'400 CHF | 253'425 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'150 CHF | 253'175 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'463 CHF | 253'488 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'718 CHF | 253'743 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'168 CHF | 253'193 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'019 CHF | 253'042 CHF | 99.97% | 99.97% |