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% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'051 CHF | 256'101 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'262 CHF | 256'312 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'341 CHF | 256'391 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.70 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'302 CHF | 256'352 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.71 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'264 CHF | 256'314 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.66 % | 102.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'018 CHF | 256'068 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'210 CHF | 256'260 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'214 CHF | 256'264 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.78 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'931 CHF | 255'975 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'364 CHF | 255'389 CHF | 100.00% | 100.00% |