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% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'817 CHF | 255'862 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'419 CHF | 255'447 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.36 % | 102.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'237 CHF | 255'262 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'289 CHF | 255'314 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'393 CHF | 254'418 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.02 % | 101.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'688 CHF | 254'713 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'644 CHF | 254'669 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'658 CHF | 255'694 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'133 CHF | 256'182 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'850 CHF | 256'900 CHF | 100.00% | 100.00% |