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% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'930 CHF | 253'955 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'646 CHF | 253'671 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'605 CHF | 253'630 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'605 CHF | 253'630 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'516 CHF | 253'541 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'484 CHF | 253'509 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'367 CHF | 253'392 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'497 CHF | 253'522 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'369 CHF | 253'394 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'530 CHF | 253'555 CHF | 100.00% | 100.00% |