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% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'402 CHF | 256'452 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'085 CHF | 255'112 CHF | 99.63% | 99.63% |
18.11.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'967 CHF | 256'017 CHF | 99.99% | 99.99% |
15.11.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'890 CHF | 255'935 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'990 CHF | 254'015 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'694 CHF | 254'720 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'581 CHF | 255'622 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'728 CHF | 254'753 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'873 CHF | 253'898 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'288 CHF | 253'312 CHF | 100.00% | 100.00% |