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% | 102.58 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'640 CHF | 258'690 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.62 % | 103.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'494 CHF | 258'544 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.53 % | 103.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'235 CHF | 258'285 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.54 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'644 CHF | 258'694 CHF | 99.99% | 99.99% |
14.11.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'789 CHF | 258'852 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.63 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'228 CHF | 258'278 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.13 % | 102.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'188 CHF | 257'238 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.91 % | 102.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'868 CHF | 256'918 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.92 % | 102.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'997 CHF | 257'047 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'039 CHF | 256'089 CHF | 100.00% | 100.00% |