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% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'925 CHF | 256'975 CHF | 99.99% | 99.99% |
19.11.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'849 CHF | 257'902 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.48 % | 103.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'107 CHF | 258'157 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'436 CHF | 257'486 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.95 % | 102.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'504 CHF | 256'549 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'331 CHF | 256'377 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'393 CHF | 251'393 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.74 % | 100.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'923 CHF | 251'925 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'191 CHF | 250'191 CHF | 99.87% | 99.87% |
07.11.2024 | 0.80% | 99.20 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'718 CHF | 249'718 CHF | 99.99% | 99.99% |