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 | 0.49% | 100.40 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'955 CHF | 253'205 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.23 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'879 CHF | 252'129 CHF | 89.36% | 89.36% |
18.11.2024 | 0.50% | 100.76 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'789 CHF | 253'039 CHF | 99.67% | 99.67% |
15.11.2024 | 0.49% | 100.66 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'380 CHF | 253'630 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 101.17 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'255 CHF | 253'505 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 101.39 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'834 CHF | 252'084 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 100.88 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'830 CHF | 257'080 CHF | 98.73% | 98.73% |
11.11.2024 | 0.48% | 103.12 % | 103.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'691 CHF | 258'941 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.68 % | 103.18 % | 250'000 | 250'000 | 249'992 | 250'000 | 256'310 CHF | 257'569 CHF | 99.84% | 99.84% |
07.11.2024 | 0.49% | 102.21 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'661 CHF | 256'911 CHF | 100.00% | 100.00% |