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 | 0.50% | 100.28 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'001 CHF | 252'251 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.21 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'513 CHF | 251'763 CHF | 89.36% | 89.36% |
18.11.2024 | 0.50% | 100.30 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'515 CHF | 251'765 CHF | 99.67% | 99.67% |
15.11.2024 | 0.49% | 100.50 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'657 CHF | 253'907 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.28 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'355 CHF | 254'605 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 101.34 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'182 CHF | 254'432 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.33 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'598 CHF | 254'848 CHF | 98.73% | 98.73% |
11.11.2024 | 0.49% | 101.69 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'270 CHF | 255'520 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 101.60 % | 102.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'175 CHF | 255'425 CHF | 99.83% | 99.83% |
07.11.2024 | 0.49% | 101.76 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'559 CHF | 255'809 CHF | 100.00% | 100.00% |