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% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'775 CHF | 257'825 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'298 CHF | 257'348 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.96 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'774 CHF | 256'824 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'657 CHF | 256'707 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.96 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'976 CHF | 257'026 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.13 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'163 CHF | 257'213 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'724 CHF | 256'772 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'179 CHF | 255'204 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'821 CHF | 254'846 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'304 CHF | 255'329 CHF | 100.00% | 100.00% |