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% | 102.66 % | 103.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'905 CHF | 258'975 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.60 % | 103.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'509 CHF | 258'564 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.74 % | 103.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'741 CHF | 258'800 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.71 % | 103.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'151 CHF | 259'226 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.96 % | 103.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'176 CHF | 259'251 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'791 CHF | 258'855 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'502 CHF | 259'577 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.24 % | 104.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'101 CHF | 260'176 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.02 % | 103.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'567 CHF | 259'642 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.21 % | 104.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'971 CHF | 260'046 CHF | 100.00% | 100.00% |