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% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'491 CHF | 254'516 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'157 CHF | 254'182 CHF | 99.97% | 99.97% |
18.11.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'421 CHF | 254'446 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'572 CHF | 254'597 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'643 CHF | 254'668 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'778 CHF | 254'803 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.32 % | 102.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'429 CHF | 255'455 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'592 CHF | 255'624 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'726 CHF | 254'751 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'029 CHF | 255'054 CHF | 100.00% | 100.00% |