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% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'942 CHF | 253'967 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'225 CHF | 254'250 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'250 CHF | 255'275 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'790 CHF | 254'815 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'648 CHF | 254'673 CHF | 99.99% | 99.99% |
13.11.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'949 CHF | 251'950 CHF | 99.76% | 99.76% |
12.11.2024 | 0.80% | 99.91 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'237 CHF | 252'239 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'586 CHF | 252'598 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.89 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'421 CHF | 252'435 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'675 CHF | 252'694 CHF | 100.00% | 100.00% |