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% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'853 CHF | 254'878 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'080 CHF | 255'105 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'417 CHF | 255'442 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'480 CHF | 255'505 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'211 CHF | 255'236 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'789 CHF | 255'827 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.75 % | 102.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'398 CHF | 256'448 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'717 CHF | 256'767 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'823 CHF | 255'867 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'817 CHF | 255'862 CHF | 100.00% | 100.00% |