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% | 102.34 % | 103.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'349 CHF | 258'399 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.43 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'735 CHF | 258'799 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 102.57 % | 103.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'786 CHF | 258'855 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'230 CHF | 259'305 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.91 % | 103.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'236 CHF | 259'311 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.84 % | 103.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'084 CHF | 259'159 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'867 CHF | 258'937 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'852 CHF | 258'917 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'743 CHF | 257'793 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'806 CHF | 257'856 CHF | 100.00% | 100.00% |