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% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'513 CHF | 253'538 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.43 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'138 CHF | 253'162 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'457 CHF | 254'482 CHF | 99.99% | 99.99% |
15.11.2024 | 0.80% | 101.19 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'102 CHF | 255'127 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'101 CHF | 254'126 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'516 CHF | 253'541 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 100.71 % | 101.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'152 CHF | 255'178 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'087 CHF | 256'137 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.34 % | 102.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'293 CHF | 255'321 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'394 CHF | 254'419 CHF | 100.00% | 100.00% |