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% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'943 CHF | 253'968 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'699 CHF | 253'724 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'072 CHF | 254'097 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'044 CHF | 254'069 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'081 CHF | 253'103 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'680 CHF | 252'698 CHF | 99.81% | 99.81% |
12.11.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'902 CHF | 252'924 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'390 CHF | 253'415 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'523 CHF | 252'536 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.20 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'296 CHF | 252'305 CHF | 100.00% | 100.00% |