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% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'799 CHF | 254'824 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'822 CHF | 253'847 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'060 CHF | 254'085 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.98 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'608 CHF | 254'633 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'123 CHF | 254'148 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'706 CHF | 253'731 CHF | 99.85% | 99.85% |
12.11.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'483 CHF | 254'508 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'701 CHF | 255'737 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'746 CHF | 254'771 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'962 CHF | 253'987 CHF | 100.00% | 100.00% |