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% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'015 CHF | 258'065 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.34 % | 103.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'874 CHF | 257'924 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'758 CHF | 257'808 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.22 % | 103.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'472 CHF | 257'522 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'134 CHF | 257'184 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'362 CHF | 256'412 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'903 CHF | 256'953 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'056 CHF | 257'106 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'903 CHF | 256'953 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'213 CHF | 257'263 CHF | 99.99% | 99.99% |