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% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'246 CHF | 256'291 CHF | 99.96% | 99.96% |
19.11.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'544 CHF | 254'569 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'969 CHF | 251'973 CHF | 99.99% | 99.99% |
15.11.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'849 CHF | 255'893 CHF | 99.90% | 99.90% |
14.11.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'881 CHF | 256'931 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'400 CHF | 256'447 CHF | 99.84% | 99.84% |
12.11.2024 | 0.80% | 101.67 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'023 CHF | 256'066 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'097 CHF | 257'147 CHF | 99.95% | 99.95% |
08.11.2024 | 0.80% | 101.99 % | 102.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'131 CHF | 257'181 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'502 CHF | 255'532 CHF | 99.95% | 99.95% |