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% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'707 CHF | 255'757 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'712 CHF | 255'760 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'640 CHF | 255'665 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'717 CHF | 255'762 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'672 CHF | 255'713 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'567 CHF | 255'592 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'588 CHF | 255'613 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'550 CHF | 255'575 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'462 CHF | 255'487 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'499 CHF | 255'524 CHF | 100.00% | 100.00% |