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% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'313 CHF | 254'338 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'357 CHF | 253'382 CHF | 99.87% | 99.87% |
18.11.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'911 CHF | 253'936 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'214 CHF | 254'239 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'425 CHF | 254'450 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'724 CHF | 254'749 CHF | 99.83% | 99.83% |
12.11.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'910 CHF | 254'935 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'087 CHF | 255'112 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'074 CHF | 253'099 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'917 CHF | 252'935 CHF | 100.00% | 100.00% |