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% | 102.81 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'025 CHF | 259'100 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.80 % | 103.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'000 CHF | 259'075 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.79 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'975 CHF | 259'050 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.79 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'975 CHF | 259'050 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.79 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'975 CHF | 259'050 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'955 CHF | 259'030 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'900 CHF | 258'975 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.76 % | 103.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'914 CHF | 258'989 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.75 % | 103.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'856 CHF | 258'931 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'774 CHF | 258'833 CHF | 100.00% | 100.00% |