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% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'646 CHF | 254'671 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'051 CHF | 254'076 CHF | 99.98% | 99.98% |
18.11.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'764 CHF | 254'789 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.12 % | 101.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'878 CHF | 254'903 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'885 CHF | 254'910 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'504 CHF | 254'529 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'985 CHF | 255'010 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.27 % | 102.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'119 CHF | 255'144 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'775 CHF | 254'800 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'966 CHF | 254'991 CHF | 100.00% | 100.00% |