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% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'550 CHF | 255'575 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'365 CHF | 255'390 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'182 CHF | 255'207 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'090 CHF | 255'115 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'038 CHF | 255'063 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'851 CHF | 254'876 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'826 CHF | 254'851 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'627 CHF | 254'652 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'490 CHF | 254'515 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'199 CHF | 254'224 CHF | 100.00% | 100.00% |