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% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'962 CHF | 257'012 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'720 CHF | 256'770 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'943 CHF | 256'993 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.87 % | 102.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'833 CHF | 256'883 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'876 CHF | 256'926 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.81 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'566 CHF | 256'616 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'854 CHF | 256'904 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'973 CHF | 257'023 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'713 CHF | 256'763 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'182 CHF | 257'232 CHF | 100.00% | 100.00% |