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% | 102.88 % | 103.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'200 CHF | 259'275 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.87 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'175 CHF | 259'250 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.87 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'133 CHF | 259'208 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.86 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'218 CHF | 259'293 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.85 % | 103.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'125 CHF | 259'200 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'032 CHF | 259'107 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'114 CHF | 259'189 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'026 CHF | 259'101 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.80 % | 103.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'023 CHF | 259'098 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.78 % | 103.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'936 CHF | 259'011 CHF | 100.00% | 100.00% |