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% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'068 CHF | 256'117 CHF | 99.92% | 99.92% |
19.11.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'728 CHF | 255'770 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'932 CHF | 255'978 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.42 % | 102.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'840 CHF | 255'889 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'361 CHF | 256'411 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'099 CHF | 256'149 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'190 CHF | 256'240 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.74 % | 102.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'227 CHF | 256'277 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'127 CHF | 256'177 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'781 CHF | 256'831 CHF | 100.00% | 100.00% |