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% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'254 CHF | 255'285 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'630 CHF | 254'655 CHF | 99.95% | 99.95% |
18.11.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'288 CHF | 256'338 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.79 % | 102.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'913 CHF | 256'963 CHF | 99.97% | 99.97% |
14.11.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'955 CHF | 256'001 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'265 CHF | 256'306 CHF | 99.92% | 99.92% |
12.11.2024 | 0.80% | 101.75 % | 102.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'118 CHF | 257'168 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'231 CHF | 258'281 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'038 CHF | 258'091 CHF | 99.96% | 99.96% |
07.11.2024 | 0.80% | 102.80 % | 103.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'727 CHF | 258'793 CHF | 99.91% | 99.91% |