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% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'360 CHF | 256'409 CHF | 99.97% | 99.97% |
19.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'860 CHF | 255'903 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'635 CHF | 256'685 CHF | 99.98% | 99.98% |
15.11.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'900 CHF | 256'950 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'580 CHF | 255'612 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'271 CHF | 255'300 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'044 CHF | 256'093 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'091 CHF | 256'141 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'904 CHF | 255'954 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'511 CHF | 255'539 CHF | 100.00% | 100.00% |