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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'085 CHF | 257'135 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 101.95 % | 102.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'995 CHF | 257'045 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'874 CHF | 256'924 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.95 % | 102.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'837 CHF | 256'887 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'713 CHF | 256'763 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'733 CHF | 256'783 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.88 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'592 CHF | 256'642 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'589 CHF | 256'639 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'591 CHF | 256'641 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'174 CHF | 256'224 CHF | 100.00% | 100.00% |