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% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'592 CHF | 252'612 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'507 CHF | 252'518 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'611 CHF | 252'634 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.14 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'366 CHF | 252'366 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'219 CHF | 252'219 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'884 CHF | 251'884 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.86 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'986 CHF | 251'986 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'308 CHF | 252'310 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'939 CHF | 251'939 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'100 CHF | 252'101 CHF | 100.00% | 100.00% |