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% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'110 CHF | 255'135 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'906 CHF | 255'948 CHF | 99.91% | 99.91% |
18.11.2024 | 0.80% | 101.30 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'865 CHF | 254'891 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'186 CHF | 256'232 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'084 CHF | 258'134 CHF | 99.98% | 99.98% |
13.11.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'723 CHF | 256'773 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'178 CHF | 258'231 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.92 % | 103.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'853 CHF | 260'928 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.58 % | 104.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'379 CHF | 260'454 CHF | 99.99% | 99.99% |
07.11.2024 | 0.80% | 102.93 % | 103.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'357 CHF | 258'412 CHF | 100.00% | 100.00% |