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 | 252'425 CHF | 254'450 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'425 CHF | 254'450 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'425 CHF | 254'450 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'369 CHF | 254'394 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'350 CHF | 254'375 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'320 CHF | 254'345 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'325 CHF | 254'350 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'263 CHF | 254'288 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'050 CHF | 254'075 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'161 CHF | 254'186 CHF | 100.00% | 100.00% |