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% | 101.61 % | 102.43 % | 220'000 | 250'000 | 243'095 | 250'000 | 246'917 CHF | 255'979 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'530 CHF | 254'555 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'181 CHF | 254'206 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'688 CHF | 253'713 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'106 CHF | 255'131 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'238 CHF | 255'266 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'563 CHF | 255'604 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.96 % | 100.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'224 CHF | 252'228 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.31 % | 100.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'036 CHF | 251'036 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'915 CHF | 252'937 CHF | 100.00% | 100.00% |