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% | 102.20 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'219 CHF | 257'469 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 101.65 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'702 CHF | 254'952 CHF | 89.37% | 89.37% |
18.11.2024 | 0.49% | 102.22 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'965 CHF | 257'215 CHF | 99.67% | 99.67% |
15.11.2024 | 0.49% | 102.43 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'244 CHF | 257'494 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.82 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'488 CHF | 257'738 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.50 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'209 CHF | 257'459 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 102.47 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'188 CHF | 258'438 CHF | 98.73% | 98.73% |
11.11.2024 | 0.48% | 103.56 % | 104.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'596 CHF | 259'846 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 103.20 % | 103.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'767 CHF | 259'017 CHF | 99.83% | 99.83% |
07.11.2024 | 0.48% | 103.42 % | 103.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'813 CHF | 260'063 CHF | 100.00% | 100.00% |