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% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'204 CHF | 254'229 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'205 CHF | 254'230 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'042 CHF | 254'067 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'174 CHF | 254'199 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'912 CHF | 254'937 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'762 CHF | 254'787 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'053 CHF | 255'078 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'027 CHF | 255'052 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'599 CHF | 254'624 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.99 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'267 CHF | 254'292 CHF | 100.00% | 100.00% |