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% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'901 CHF | 257'951 CHF | 99.88% | 99.88% |
19.11.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'660 CHF | 256'709 CHF | 99.83% | 99.83% |
18.11.2024 | 0.80% | 102.61 % | 103.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'470 CHF | 258'525 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.51 % | 103.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'400 CHF | 258'452 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'339 CHF | 256'388 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.11 % | 101.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'335 CHF | 255'366 CHF | 99.76% | 99.76% |
12.11.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'636 CHF | 256'683 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.12 % | 102.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'192 CHF | 257'242 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'776 CHF | 255'815 CHF | 99.75% | 99.75% |
07.11.2024 | 0.80% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'205 CHF | 256'253 CHF | 99.99% | 99.99% |