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% | 101.62 % | 102.44 % | 230'000 | 250'000 | 230'075 | 250'000 | 233'970 CHF | 256'282 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'040 CHF | 256'090 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'455 CHF | 256'504 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'356 CHF | 255'383 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'985 CHF | 256'034 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'291 CHF | 256'341 CHF | 99.97% | 99.97% |
12.11.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'982 CHF | 256'028 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'420 CHF | 256'467 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'767 CHF | 254'793 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'412 CHF | 253'437 CHF | 99.99% | 99.99% |