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% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'125 CHF | 256'175 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'542 CHF | 255'578 CHF | 99.92% | 99.92% |
18.11.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'056 CHF | 256'104 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.63 % | 102.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'363 CHF | 256'411 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'899 CHF | 255'949 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'801 CHF | 255'846 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.48 % | 102.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'069 CHF | 256'119 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.77 % | 102.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'357 CHF | 256'407 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'408 CHF | 255'433 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.25 % | 102.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'105 CHF | 255'130 CHF | 100.00% | 100.00% |