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% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'036 CHF | 253'055 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'895 CHF | 251'895 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'141 CHF | 253'163 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'469 CHF | 253'494 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'413 CHF | 254'438 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'316 CHF | 254'341 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'482 CHF | 255'512 CHF | 99.92% | 99.92% |
11.11.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'527 CHF | 256'577 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'008 CHF | 256'052 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'688 CHF | 255'725 CHF | 100.00% | 100.00% |