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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'798 CHF | 256'848 CHF | 99.97% | 99.97% |
20.11.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'433 CHF | 259'507 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.98 % | 103.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'505 CHF | 259'577 CHF | 99.84% | 99.84% |
18.11.2024 | 0.80% | 103.53 % | 104.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'672 CHF | 260'747 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.33 % | 104.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'340 CHF | 260'415 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.25 % | 104.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'907 CHF | 259'982 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'735 CHF | 259'810 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.05 % | 103.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'480 CHF | 260'555 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.72 % | 104.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'934 CHF | 261'009 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.13 % | 103.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'695 CHF | 259'770 CHF | 100.00% | 100.00% |