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% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'641 CHF | 253'666 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'189 CHF | 253'214 CHF | 99.98% | 99.98% |
18.11.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'448 CHF | 253'473 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'128 CHF | 253'153 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'639 CHF | 252'661 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'428 CHF | 252'436 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'794 CHF | 252'816 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'052 CHF | 253'077 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'641 CHF | 252'661 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'614 CHF | 252'629 CHF | 100.00% | 100.00% |