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% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'698 CHF | 252'720 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'542 CHF | 252'555 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'648 CHF | 252'665 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'418 CHF | 252'420 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'280 CHF | 252'280 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'187 CHF | 252'187 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'155 CHF | 252'155 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'401 CHF | 252'407 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'179 CHF | 252'179 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'394 CHF | 252'399 CHF | 100.00% | 100.00% |