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% | 100.23 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'930 CHF | 252'954 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'815 CHF | 252'840 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'441 CHF | 252'445 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'881 CHF | 252'905 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'167 CHF | 253'192 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'105 CHF | 253'130 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'926 CHF | 252'951 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'113 CHF | 253'138 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'011 CHF | 253'036 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'628 CHF | 252'653 CHF | 100.00% | 100.00% |