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% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'466 CHF | 253'491 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'113 CHF | 253'138 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'279 CHF | 253'304 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'286 CHF | 253'311 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'107 CHF | 253'132 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'813 CHF | 252'838 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'079 CHF | 253'104 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'269 CHF | 253'294 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'004 CHF | 253'029 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'991 CHF | 253'016 CHF | 100.00% | 100.00% |