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% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'157 CHF | 253'182 CHF | 99.91% | 99.91% |
19.11.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'319 CHF | 252'321 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'561 CHF | 252'571 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'847 CHF | 252'872 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'154 CHF | 252'154 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'582 CHF | 252'595 CHF | 99.95% | 99.95% |
12.11.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'775 CHF | 252'800 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'242 CHF | 253'267 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'234 CHF | 252'236 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'183 CHF | 251'183 CHF | 99.95% | 99.95% |