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% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'940 CHF | 256'990 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.90 % | 102.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'181 CHF | 257'231 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 102.09 % | 102.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'093 CHF | 257'143 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.83 % | 102.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'054 CHF | 257'104 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'464 CHF | 257'514 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.18 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'317 CHF | 257'367 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'728 CHF | 258'785 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 102.96 % | 103.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'185 CHF | 259'258 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.33 % | 103.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'169 CHF | 258'219 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.69 % | 103.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'630 CHF | 257'680 CHF | 99.96% | 99.96% |