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% | 101.72 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'198 CHF | 255'948 CHF | 100.00% | 100.00% |
19.11.2024 | 0.69% | 101.57 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'312 CHF | 256'062 CHF | 89.38% | 89.38% |
18.11.2024 | 0.68% | 102.52 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'079 CHF | 257'829 CHF | 99.68% | 99.68% |
15.11.2024 | 0.68% | 102.37 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'970 CHF | 258'720 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 102.71 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'491 CHF | 258'241 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 102.70 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'849 CHF | 257'599 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 102.03 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'460 CHF | 257'210 CHF | 98.75% | 98.75% |
11.11.2024 | 0.68% | 102.63 % | 103.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'203 CHF | 257'953 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 101.93 % | 102.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'284 CHF | 257'034 CHF | 99.83% | 99.83% |
07.11.2024 | 0.68% | 102.16 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'711 CHF | 257'461 CHF | 100.00% | 100.00% |