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% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'224 CHF | 257'274 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.03 % | 102.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'077 CHF | 257'127 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'950 CHF | 257'000 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.96 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'003 CHF | 257'053 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'040 CHF | 257'090 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'882 CHF | 256'932 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'134 CHF | 257'184 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'245 CHF | 257'295 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'030 CHF | 257'080 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'024 CHF | 257'074 CHF | 100.00% | 100.00% |