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% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'099 CHF | 254'124 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'139 CHF | 254'164 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'169 CHF | 254'194 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'324 CHF | 254'349 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.97 % | 101.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'262 CHF | 254'287 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.81 % | 101.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'023 CHF | 254'048 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'150 CHF | 254'175 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'294 CHF | 254'319 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'244 CHF | 254'269 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.92 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'379 CHF | 254'404 CHF | 100.00% | 100.00% |