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 | 252'268 CHF | 254'293 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.65 % | 101.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'728 CHF | 253'753 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'718 CHF | 253'743 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'593 CHF | 253'618 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'097 CHF | 254'122 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'219 CHF | 254'244 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'927 CHF | 253'952 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'849 CHF | 253'874 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'462 CHF | 253'487 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'188 CHF | 253'213 CHF | 100.00% | 100.00% |