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% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'857 CHF | 253'882 CHF | 99.93% | 99.93% |
19.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'800 CHF | 253'825 CHF | 99.95% | 99.95% |
18.11.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'665 CHF | 253'690 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'257 CHF | 254'282 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'996 CHF | 255'021 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'779 CHF | 254'804 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'085 CHF | 255'110 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'369 CHF | 255'394 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'646 CHF | 254'671 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'470 CHF | 254'496 CHF | 100.00% | 100.00% |