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% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'603 CHF | 256'653 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'490 CHF | 255'520 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'114 CHF | 256'160 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'296 CHF | 256'346 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'754 CHF | 255'796 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'408 CHF | 255'438 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'826 CHF | 255'864 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 102.40 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'217 CHF | 258'267 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.24 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'139 CHF | 257'189 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'786 CHF | 256'833 CHF | 99.98% | 99.98% |