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% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'661 CHF | 253'686 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'592 CHF | 253'616 CHF | 99.78% | 99.78% |
18.11.2024 | 0.80% | 101.44 % | 102.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'711 CHF | 255'747 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 102.14 % | 102.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'810 CHF | 256'860 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'371 CHF | 256'416 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.01 % | 102.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'504 CHF | 256'553 CHF | 99.96% | 99.96% |
12.11.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'517 CHF | 254'545 CHF | 99.98% | 99.98% |
11.11.2024 | 0.80% | 101.72 % | 102.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'094 CHF | 256'141 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.40 % | 102.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'261 CHF | 255'287 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'413 CHF | 254'438 CHF | 99.97% | 99.97% |