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% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'791 CHF | 254'816 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'636 CHF | 254'661 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'600 CHF | 254'625 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.01 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'453 CHF | 254'478 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'362 CHF | 254'387 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'351 CHF | 254'376 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.83 % | 101.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'300 CHF | 254'325 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'443 CHF | 254'468 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'161 CHF | 254'186 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'341 CHF | 254'366 CHF | 100.00% | 100.00% |