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% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'187 CHF | 255'216 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'720 CHF | 254'745 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'967 CHF | 254'992 CHF | 99.99% | 99.99% |
15.11.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'682 CHF | 254'707 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'605 CHF | 254'630 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'296 CHF | 254'321 CHF | 99.88% | 99.88% |
12.11.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'272 CHF | 255'304 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'040 CHF | 256'089 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'803 CHF | 255'848 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'799 CHF | 255'839 CHF | 100.00% | 100.00% |