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% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'523 CHF | 257'573 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'218 CHF | 257'268 CHF | 99.97% | 99.97% |
18.11.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'641 CHF | 256'691 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'427 CHF | 256'477 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'007 CHF | 257'057 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'680 CHF | 256'730 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'682 CHF | 256'729 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'914 CHF | 253'939 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'562 CHF | 252'576 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'223 CHF | 254'248 CHF | 100.00% | 100.00% |