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% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'330 CHF | 256'380 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'846 CHF | 255'896 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'558 CHF | 255'587 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'157 CHF | 256'207 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'344 CHF | 256'394 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'181 CHF | 256'231 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'076 CHF | 256'126 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'215 CHF | 256'265 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'130 CHF | 256'180 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'784 CHF | 255'834 CHF | 100.00% | 100.00% |