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% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'654 CHF | 254'679 CHF | 99.96% | 99.96% |
19.11.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'108 CHF | 254'133 CHF | 99.91% | 99.91% |
18.11.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'326 CHF | 254'351 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.79 % | 101.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'826 CHF | 253'851 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.84 % | 101.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'020 CHF | 254'045 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'548 CHF | 254'573 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'941 CHF | 254'966 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'217 CHF | 255'245 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.86 % | 101.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'778 CHF | 253'803 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'352 CHF | 254'377 CHF | 100.00% | 100.00% |