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% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'603 CHF | 256'653 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'555 CHF | 256'605 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'521 CHF | 256'571 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'041 CHF | 256'091 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'699 CHF | 255'743 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.47 % | 102.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'709 CHF | 255'753 CHF | 99.84% | 99.84% |
12.11.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'862 CHF | 255'911 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'326 CHF | 256'376 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'761 CHF | 255'807 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.59 % | 102.41 % | 235'000 | 250'000 | 248'097 | 250'000 | 252'136 CHF | 256'120 CHF | 100.00% | 100.00% |