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% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'663 CHF | 252'680 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'157 CHF | 252'157 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'916 CHF | 252'940 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'799 CHF | 252'824 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'696 CHF | 252'718 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'376 CHF | 252'376 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.13 % | 100.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'563 CHF | 252'576 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'925 CHF | 252'950 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'824 CHF | 252'849 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'093 CHF | 253'118 CHF | 100.00% | 100.00% |