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% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'415 CHF | 254'440 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'953 CHF | 253'978 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'016 CHF | 254'041 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'045 CHF | 254'070 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'990 CHF | 254'015 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'712 CHF | 253'737 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'897 CHF | 253'922 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'122 CHF | 254'147 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'748 CHF | 253'773 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'902 CHF | 253'927 CHF | 100.00% | 100.00% |