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% | 101.99 % | 102.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'111 CHF | 257'161 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.95 % | 102.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'810 CHF | 256'860 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.84 % | 102.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'389 CHF | 256'439 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.96 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'034 CHF | 257'084 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'219 CHF | 257'269 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.99 % | 102.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'041 CHF | 257'091 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'961 CHF | 257'011 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.94 % | 102.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'969 CHF | 257'019 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'145 CHF | 257'195 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 105.98 % | 106.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 264'761 CHF | 266'886 CHF | 100.00% | 100.00% |