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% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'868 CHF | 257'918 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'736 CHF | 257'786 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'632 CHF | 257'682 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'778 CHF | 257'828 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'493 CHF | 257'543 CHF | 85.97% | 85.97% |
13.11.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'980 CHF | 257'030 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.80 % | 102.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'315 CHF | 256'365 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'840 CHF | 255'890 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'605 CHF | 255'632 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'071 CHF | 255'096 CHF | 99.92% | 99.92% |