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% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'975 CHF | 256'025 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'975 CHF | 256'025 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'975 CHF | 256'025 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'900 CHF | 255'950 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'936 CHF | 255'986 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'940 CHF | 255'990 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'833 CHF | 255'883 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'824 CHF | 255'874 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'720 CHF | 255'770 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.50 % | 102.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'603 CHF | 255'629 CHF | 100.00% | 100.00% |