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% | 101.39 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'514 CHF | 256'561 CHF | 99.86% | 99.86% |
19.11.2024 | 0.80% | 102.58 % | 103.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'625 CHF | 258'686 CHF | 99.46% | 99.46% |
18.11.2024 | 0.80% | 103.12 % | 103.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'484 CHF | 260'559 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 103.19 % | 104.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'197 CHF | 260'272 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 103.55 % | 104.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'595 CHF | 260'670 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 103.43 % | 104.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'012 CHF | 262'104 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 104.19 % | 105.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'519 CHF | 263'619 CHF | 99.97% | 99.97% |
11.11.2024 | 0.80% | 104.76 % | 105.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'974 CHF | 264'074 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 104.63 % | 105.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'529 CHF | 262'629 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 104.45 % | 105.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'622 CHF | 261'701 CHF | 100.00% | 100.00% |