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 | 0.49% | 102.14 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'439 CHF | 256'689 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 102.15 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'228 CHF | 256'478 CHF | 89.37% | 89.37% |
18.11.2024 | 0.49% | 102.18 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'452 CHF | 256'702 CHF | 99.67% | 99.67% |
15.11.2024 | 0.49% | 102.25 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'776 CHF | 257'026 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.29 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'631 CHF | 256'881 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.14 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'412 CHF | 256'662 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 102.20 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'538 CHF | 256'788 CHF | 98.73% | 98.73% |
11.11.2024 | 0.49% | 102.27 % | 102.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'841 CHF | 257'091 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.34 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'746 CHF | 256'996 CHF | 99.83% | 99.83% |
07.11.2024 | 0.49% | 102.16 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'393 CHF | 256'643 CHF | 100.00% | 100.00% |