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 | 0.69% | 101.70 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'147 CHF | 255'897 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 101.54 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'197 CHF | 255'947 CHF | 89.38% | 89.38% |
18.11.2024 | 0.68% | 102.44 % | 103.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'820 CHF | 257'570 CHF | 99.67% | 99.67% |
15.11.2024 | 0.68% | 102.25 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'602 CHF | 258'352 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 102.62 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'301 CHF | 258'051 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 102.59 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'660 CHF | 257'410 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 101.90 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'076 CHF | 256'826 CHF | 98.75% | 98.75% |
11.11.2024 | 0.68% | 102.42 % | 103.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'706 CHF | 257'456 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 101.84 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'966 CHF | 256'716 CHF | 99.84% | 99.84% |
07.11.2024 | 0.68% | 101.98 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'215 CHF | 256'965 CHF | 100.00% | 100.00% |