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% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'876 CHF | 253'901 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'899 CHF | 252'918 CHF | 99.89% | 99.89% |
18.11.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'283 CHF | 253'308 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'465 CHF | 253'490 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.62 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'624 CHF | 253'649 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'144 CHF | 254'169 CHF | 99.83% | 99.83% |
12.11.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'481 CHF | 254'506 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'473 CHF | 254'498 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'043 CHF | 252'044 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'894 CHF | 251'899 CHF | 99.99% | 99.99% |