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% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'940 CHF | 252'965 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'649 CHF | 252'668 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'620 CHF | 252'635 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'580 CHF | 252'590 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'435 CHF | 252'442 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'383 CHF | 252'383 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'290 CHF | 252'290 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'468 CHF | 252'472 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'281 CHF | 252'281 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'565 CHF | 252'577 CHF | 100.00% | 100.00% |