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% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'469 CHF | 255'494 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'355 CHF | 255'380 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'333 CHF | 255'358 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'276 CHF | 255'301 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'282 CHF | 255'307 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'229 CHF | 255'254 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'213 CHF | 255'238 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'103 CHF | 255'128 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'195 CHF | 255'220 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'008 CHF | 255'033 CHF | 100.00% | 100.00% |