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% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'628 CHF | 255'670 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'955 CHF | 254'980 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'557 CHF | 254'582 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'682 CHF | 255'724 CHF | 99.98% | 99.98% |
14.11.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'721 CHF | 255'761 CHF | 99.98% | 99.98% |
13.11.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'773 CHF | 255'814 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'012 CHF | 256'062 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.62 % | 102.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'636 CHF | 256'686 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'532 CHF | 256'582 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'931 CHF | 255'981 CHF | 100.00% | 100.00% |