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% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'002 CHF | 256'038 CHF | 99.97% | 99.97% |
19.11.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'797 CHF | 253'821 CHF | 99.75% | 99.75% |
18.11.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'973 CHF | 255'000 CHF | 99.99% | 99.99% |
15.11.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'692 CHF | 255'730 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'278 CHF | 253'301 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'352 CHF | 254'378 CHF | 99.91% | 99.91% |
12.11.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'026 CHF | 256'069 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'091 CHF | 255'118 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'662 CHF | 252'676 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'004 CHF | 252'009 CHF | 100.00% | 100.00% |