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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'664 CHF | 253'689 CHF | 99.48% | 99.48% |
22.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'597 CHF | 253'622 CHF | 100.00% | 100.00% |
20.11.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'281 CHF | 253'306 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'311 CHF | 253'336 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'404 CHF | 253'429 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'568 CHF | 253'593 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'567 CHF | 253'592 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'409 CHF | 253'434 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'529 CHF | 253'554 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'688 CHF | 253'713 CHF | 100.00% | 100.00% |