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% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'093 CHF | 257'143 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'803 CHF | 256'853 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'478 CHF | 257'528 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'758 CHF | 257'808 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'723 CHF | 256'773 CHF | 99.98% | 99.98% |
13.11.2024 | 0.80% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'190 CHF | 256'240 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'282 CHF | 257'332 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'725 CHF | 257'775 CHF | 99.94% | 99.94% |
08.11.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'372 CHF | 254'397 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.23 % | 102.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'113 CHF | 255'138 CHF | 100.00% | 100.00% |