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% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'400 CHF | 254'425 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'375 CHF | 254'400 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'225 CHF | 254'250 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.80 % | 101.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'967 CHF | 253'992 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'923 CHF | 253'948 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'770 CHF | 253'795 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'692 CHF | 253'717 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.74 % | 101.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'878 CHF | 253'903 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'732 CHF | 253'757 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.72 % | 101.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'817 CHF | 253'842 CHF | 100.00% | 100.00% |