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% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'414 CHF | 255'439 CHF | 99.97% | 99.97% |
19.11.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'078 CHF | 255'107 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'436 CHF | 255'463 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'187 CHF | 255'212 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'160 CHF | 255'185 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'844 CHF | 254'869 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'315 CHF | 255'340 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'320 CHF | 255'345 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'944 CHF | 254'969 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'316 CHF | 255'341 CHF | 100.00% | 100.00% |