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% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'459 CHF | 253'484 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'676 CHF | 252'689 CHF | 99.94% | 99.94% |
18.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'804 CHF | 252'829 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'301 CHF | 252'305 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.24 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'993 CHF | 251'994 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'263 CHF | 252'263 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'490 CHF | 252'503 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'420 CHF | 253'445 CHF | 99.99% | 99.99% |
08.11.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'355 CHF | 253'380 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'839 CHF | 253'864 CHF | 100.00% | 100.00% |