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% | 102.08 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'655 CHF | 256'905 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.97 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'025 CHF | 256'275 CHF | 89.37% | 89.37% |
18.11.2024 | 0.49% | 102.60 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'336 CHF | 257'586 CHF | 99.67% | 99.67% |
15.11.2024 | 0.49% | 102.60 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'919 CHF | 258'169 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.74 % | 103.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'365 CHF | 257'615 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.36 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'579 CHF | 256'829 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 101.91 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'275 CHF | 257'525 CHF | 98.74% | 98.74% |
11.11.2024 | 0.48% | 103.07 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'963 CHF | 259'213 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 102.85 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'957 CHF | 259'207 CHF | 99.82% | 99.82% |
07.11.2024 | 0.48% | 103.64 % | 104.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'254 CHF | 260'504 CHF | 100.00% | 100.00% |