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 | 0.69% | 100.51 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'549 CHF | 253'299 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 100.11 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'236 CHF | 251'986 CHF | 89.38% | 89.38% |
18.11.2024 | 0.69% | 100.47 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'350 CHF | 253'100 CHF | 99.68% | 99.68% |
15.11.2024 | 0.69% | 100.46 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'547 CHF | 253'297 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 100.78 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'695 CHF | 253'445 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 100.57 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'566 CHF | 253'316 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 100.69 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'206 CHF | 253'956 CHF | 98.75% | 98.75% |
11.11.2024 | 0.69% | 101.09 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'506 CHF | 254'256 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 100.97 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'271 CHF | 254'021 CHF | 99.83% | 99.83% |
07.11.2024 | 0.69% | 101.12 % | 101.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'932 CHF | 254'682 CHF | 100.00% | 100.00% |