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% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'793 CHF | 255'838 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'414 CHF | 255'442 CHF | 99.95% | 99.95% |
18.11.2024 | 0.80% | 101.33 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'012 CHF | 255'037 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'408 CHF | 254'433 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'832 CHF | 253'857 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'119 CHF | 254'144 CHF | 99.99% | 99.99% |
12.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'121 CHF | 254'146 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'952 CHF | 254'977 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'712 CHF | 253'737 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'450 CHF | 254'475 CHF | 100.00% | 100.00% |