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% | 102.68 % | 103.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'749 CHF | 258'807 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.62 % | 103.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'645 CHF | 258'701 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.63 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'442 CHF | 258'492 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.52 % | 103.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'290 CHF | 258'340 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.56 % | 103.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'074 CHF | 258'124 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.44 % | 103.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'056 CHF | 258'106 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'092 CHF | 258'142 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'305 CHF | 258'355 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'815 CHF | 257'865 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.45 % | 103.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'070 CHF | 258'120 CHF | 100.00% | 100.00% |