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% | 102.38 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'769 CHF | 258'838 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 102.41 % | 103.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'082 CHF | 259'152 CHF | 99.98% | 99.98% |
18.11.2024 | 0.80% | 102.47 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'649 CHF | 258'705 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.51 % | 103.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'880 CHF | 258'951 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.38 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'531 CHF | 260'606 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.70 % | 103.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'201 CHF | 260'275 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.57 % | 103.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'090 CHF | 260'164 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.24 % | 104.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'711 CHF | 261'790 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.60 % | 104.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'755 CHF | 260'830 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.49 % | 104.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'386 CHF | 259'461 CHF | 100.00% | 100.00% |