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% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'211 CHF | 254'236 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'222 CHF | 254'247 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'193 CHF | 254'218 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'915 CHF | 253'940 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'914 CHF | 253'939 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'772 CHF | 253'797 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'868 CHF | 253'893 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'876 CHF | 253'901 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'748 CHF | 253'773 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'847 CHF | 253'872 CHF | 100.00% | 100.00% |