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% | 101.08 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'749 CHF | 255'792 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'736 CHF | 254'761 CHF | 99.78% | 99.78% |
18.11.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'404 CHF | 253'429 CHF | 99.98% | 99.98% |
15.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'286 CHF | 254'311 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'363 CHF | 252'375 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'786 CHF | 254'813 CHF | 99.72% | 99.72% |
12.11.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'077 CHF | 256'122 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'829 CHF | 258'894 CHF | 99.93% | 99.93% |
08.11.2024 | 0.80% | 102.59 % | 103.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'288 CHF | 260'364 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 104.00 % | 104.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'773 CHF | 260'851 CHF | 100.00% | 100.00% |