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% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'801 CHF | 258'873 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'630 CHF | 258'680 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'494 CHF | 258'544 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.62 % | 103.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'771 CHF | 258'836 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'861 CHF | 258'931 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'644 CHF | 258'696 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.37 % | 103.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'797 CHF | 257'847 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'588 CHF | 257'638 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.16 % | 102.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'420 CHF | 257'470 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'780 CHF | 256'830 CHF | 100.00% | 100.00% |