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% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'821 CHF | 257'871 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.20 % | 103.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'601 CHF | 257'651 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.21 % | 103.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'488 CHF | 257'538 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'821 CHF | 257'871 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.32 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'882 CHF | 256'932 CHF | 85.95% | 85.95% |
13.11.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'410 CHF | 255'435 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'122 CHF | 255'147 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'770 CHF | 254'795 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'911 CHF | 253'936 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'661 CHF | 253'686 CHF | 100.00% | 100.00% |