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% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'497 CHF | 256'544 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.41 % | 102.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'238 CHF | 255'263 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'147 CHF | 254'172 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'148 CHF | 256'195 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.93 % | 102.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'871 CHF | 256'921 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'853 CHF | 256'903 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'402 CHF | 256'452 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'678 CHF | 256'728 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'769 CHF | 256'819 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'178 CHF | 256'228 CHF | 100.00% | 100.00% |