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% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'559 CHF | 259'633 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 103.10 % | 103.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'520 CHF | 259'594 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 103.16 % | 103.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'342 CHF | 259'416 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.01 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'054 CHF | 259'125 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'874 CHF | 258'941 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.05 % | 103.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'525 CHF | 259'600 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 102.95 % | 103.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'510 CHF | 259'584 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.09 % | 103.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'318 CHF | 260'393 CHF | 21.17% | 21.17% |
08.11.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'284 CHF | 258'339 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.34 % | 103.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'032 CHF | 256'077 CHF | 99.90% | 99.90% |