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% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'643 CHF | 255'679 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'540 CHF | 255'565 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'515 CHF | 255'540 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'452 CHF | 255'477 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'413 CHF | 255'438 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'338 CHF | 255'363 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.29 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'305 CHF | 255'330 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'360 CHF | 255'385 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'257 CHF | 255'286 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'129 CHF | 255'154 CHF | 100.00% | 100.00% |