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% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'453 CHF | 257'503 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.30 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'856 CHF | 257'906 CHF | 99.86% | 99.86% |
18.11.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'480 CHF | 257'530 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'917 CHF | 256'967 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.14 % | 102.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'309 CHF | 257'359 CHF | 99.99% | 99.99% |
13.11.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'410 CHF | 257'460 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.03 % | 102.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'999 CHF | 257'049 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.10 % | 102.92 % | 242'000 | 250'000 | 242'019 | 250'000 | 246'917 CHF | 257'109 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'703 CHF | 255'739 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'854 CHF | 255'894 CHF | 99.99% | 99.99% |