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% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'567 CHF | 257'617 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.95 % | 102.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'518 CHF | 256'568 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'632 CHF | 255'663 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'487 CHF | 258'548 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.97 % | 103.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'458 CHF | 259'533 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.86 % | 103.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'551 CHF | 259'626 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 103.07 % | 103.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'377 CHF | 259'452 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.79 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'238 CHF | 259'313 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.06 % | 103.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'869 CHF | 259'944 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.98 % | 103.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'113 CHF | 259'188 CHF | 100.00% | 100.00% |