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% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'471 CHF | 254'496 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'871 CHF | 253'896 CHF | 99.91% | 99.91% |
18.11.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'723 CHF | 253'748 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.60 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'537 CHF | 253'562 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.63 % | 101.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'457 CHF | 253'482 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'370 CHF | 253'395 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'862 CHF | 253'887 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'004 CHF | 254'029 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'472 CHF | 253'497 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'088 CHF | 254'113 CHF | 100.00% | 100.00% |