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% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'642 CHF | 257'692 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'982 CHF | 257'032 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.00 % | 102.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'655 CHF | 256'705 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.26 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'478 CHF | 258'528 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.72 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'253 CHF | 259'327 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'157 CHF | 259'232 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.83 % | 103.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'187 CHF | 259'262 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.98 % | 103.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'669 CHF | 259'744 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.27 % | 104.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'946 CHF | 260'021 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.01 % | 103.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'316 CHF | 259'391 CHF | 100.00% | 100.00% |