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% | 100.91 % | 101.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'026 CHF | 254'276 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.65 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'277 CHF | 252'527 CHF | 89.38% | 89.38% |
18.11.2024 | 0.50% | 100.67 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'737 CHF | 252'987 CHF | 99.66% | 99.66% |
15.11.2024 | 0.49% | 100.44 % | 100.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'984 CHF | 255'234 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 102.85 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'090 CHF | 258'340 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 102.97 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'574 CHF | 257'824 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 103.10 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'617 CHF | 258'867 CHF | 98.72% | 98.72% |
11.11.2024 | 0.48% | 102.94 % | 103.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'343 CHF | 258'593 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 102.76 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'178 CHF | 257'428 CHF | 99.83% | 99.83% |
07.11.2024 | 0.49% | 102.28 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'584 CHF | 256'834 CHF | 100.00% | 100.00% |