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% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'009 CHF | 255'034 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'782 CHF | 254'807 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'904 CHF | 254'929 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'712 CHF | 254'737 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'217 CHF | 254'242 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'984 CHF | 254'009 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'379 CHF | 254'404 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'531 CHF | 254'556 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'271 CHF | 254'296 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'075 CHF | 254'100 CHF | 99.99% | 99.99% |