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% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'889 CHF | 255'939 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'708 CHF | 255'751 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'775 CHF | 255'819 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'714 CHF | 255'764 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'772 CHF | 255'818 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'655 CHF | 255'697 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'834 CHF | 255'883 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'971 CHF | 256'021 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'881 CHF | 255'931 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'828 CHF | 255'876 CHF | 100.00% | 100.00% |