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% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'582 CHF | 258'636 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'094 CHF | 258'144 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.64 % | 103.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'958 CHF | 259'023 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.13 % | 103.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'763 CHF | 259'838 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.98 % | 103.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'008 CHF | 260'083 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.38 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'127 CHF | 260'202 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.40 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'067 CHF | 259'139 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.20 % | 104.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'940 CHF | 260'015 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.87 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'954 CHF | 259'025 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'354 CHF | 258'407 CHF | 100.00% | 100.00% |