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% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'065 CHF | 253'090 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'833 CHF | 252'858 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'827 CHF | 252'852 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'616 CHF | 252'637 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'488 CHF | 252'494 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'497 CHF | 252'505 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'510 CHF | 252'514 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'672 CHF | 252'683 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'423 CHF | 252'423 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'731 CHF | 252'754 CHF | 100.00% | 100.00% |