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% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'386 CHF | 253'411 CHF | 99.97% | 99.97% |
19.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'446 CHF | 253'471 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'980 CHF | 254'005 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'247 CHF | 253'272 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'754 CHF | 252'776 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'656 CHF | 252'675 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'180 CHF | 253'205 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'279 CHF | 253'304 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'787 CHF | 252'806 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'808 CHF | 252'832 CHF | 100.00% | 100.00% |