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% | 102.45 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'274 CHF | 258'324 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'597 CHF | 257'647 CHF | 99.69% | 99.69% |
18.11.2024 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'217 CHF | 257'267 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'765 CHF | 256'815 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'648 CHF | 255'685 CHF | 99.99% | 99.99% |
13.11.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'087 CHF | 256'135 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'928 CHF | 255'974 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'138 CHF | 257'188 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'837 CHF | 257'887 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.81 % | 103.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'837 CHF | 258'906 CHF | 99.95% | 99.95% |