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% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'420 CHF | 252'430 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'905 CHF | 251'905 CHF | 99.77% | 99.77% |
18.11.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'197 CHF | 252'199 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'670 CHF | 253'695 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.10 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'847 CHF | 254'872 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'754 CHF | 254'779 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'654 CHF | 255'688 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'911 CHF | 255'956 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.49 % | 102.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'733 CHF | 255'771 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'766 CHF | 255'810 CHF | 100.00% | 100.00% |