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% | 102.68 % | 103.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'970 CHF | 259'040 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.63 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'561 CHF | 258'616 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.75 % | 103.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'802 CHF | 258'865 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'215 CHF | 259'290 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.99 % | 103.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'244 CHF | 259'319 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.71 % | 103.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'846 CHF | 258'912 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.85 % | 103.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'571 CHF | 259'646 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.27 % | 104.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'174 CHF | 260'249 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.05 % | 103.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'640 CHF | 259'715 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.24 % | 104.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'048 CHF | 260'123 CHF | 100.00% | 100.00% |