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% | 101.37 % | 102.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'629 CHF | 255'660 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'031 CHF | 255'057 CHF | 99.94% | 99.94% |
18.11.2024 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'337 CHF | 256'387 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.64 % | 102.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'103 CHF | 256'153 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.98 % | 102.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'844 CHF | 256'894 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.89 % | 102.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'807 CHF | 256'857 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 102.08 % | 102.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'589 CHF | 257'639 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.27 % | 103.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'144 CHF | 257'194 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.69 % | 102.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'409 CHF | 255'439 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.45 % | 102.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'009 CHF | 256'059 CHF | 100.00% | 100.00% |