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% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'486 CHF | 254'511 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'142 CHF | 254'167 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'184 CHF | 254'209 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'028 CHF | 254'053 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'021 CHF | 254'046 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'858 CHF | 253'883 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'172 CHF | 254'197 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'300 CHF | 254'325 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'063 CHF | 254'088 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'082 CHF | 254'107 CHF | 100.00% | 100.00% |