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% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'042 CHF | 254'067 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'934 CHF | 253'959 CHF | 99.95% | 99.95% |
18.11.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'731 CHF | 253'756 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'498 CHF | 253'523 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'354 CHF | 253'379 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'313 CHF | 253'338 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'154 CHF | 253'179 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'483 CHF | 253'508 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'239 CHF | 253'264 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'464 CHF | 253'489 CHF | 100.00% | 100.00% |