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% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'068 CHF | 258'118 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'543 CHF | 257'593 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.07 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'383 CHF | 257'433 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.14 % | 102.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'491 CHF | 257'541 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.13 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'181 CHF | 257'231 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'558 CHF | 257'608 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.31 % | 103.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'345 CHF | 257'395 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'207 CHF | 257'257 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'005 CHF | 256'055 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'862 CHF | 254'889 CHF | 99.99% | 99.99% |