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% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'404 CHF | 254'429 CHF | 99.79% | 99.79% |
19.11.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'974 CHF | 253'999 CHF | 99.69% | 99.69% |
18.11.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'023 CHF | 255'048 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'664 CHF | 254'689 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'988 CHF | 254'013 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'654 CHF | 253'679 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'393 CHF | 254'418 CHF | 99.95% | 99.95% |
11.11.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'611 CHF | 254'636 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'071 CHF | 253'093 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'379 CHF | 253'404 CHF | 99.96% | 99.96% |