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% | 100.34 % | 101.15 % | 250'000 | 110'000 | 250'000 | 199'013 | 250'955 CHF | 201'399 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'728 CHF | 252'753 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'905 CHF | 252'930 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'200 CHF | 253'225 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'182 CHF | 253'207 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'900 CHF | 252'925 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'110 CHF | 253'135 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'086 CHF | 253'111 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'756 CHF | 252'781 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'335 CHF | 252'335 CHF | 100.00% | 100.00% |