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% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'831 CHF | 256'881 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'703 CHF | 256'753 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'710 CHF | 256'760 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'620 CHF | 256'670 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'600 CHF | 256'650 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'482 CHF | 256'532 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'619 CHF | 256'669 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'644 CHF | 256'694 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'460 CHF | 256'510 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'462 CHF | 256'512 CHF | 100.00% | 100.00% |