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% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'315 CHF | 254'340 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'216 CHF | 254'241 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'032 CHF | 254'057 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'751 CHF | 253'776 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'667 CHF | 253'692 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'439 CHF | 253'464 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'074 CHF | 253'099 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'163 CHF | 253'188 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'173 CHF | 253'198 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'239 CHF | 253'264 CHF | 100.00% | 100.00% |