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% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'885 CHF | 256'935 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'650 CHF | 256'700 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'005 CHF | 257'055 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'106 CHF | 257'156 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'407 CHF | 257'457 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'337 CHF | 257'387 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'437 CHF | 257'487 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'702 CHF | 257'752 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.11 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'260 CHF | 257'310 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'447 CHF | 257'497 CHF | 100.00% | 100.00% |