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% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'705 CHF | 255'745 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.22 % | 102.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'290 CHF | 255'323 CHF | 99.65% | 99.65% |
18.11.2024 | 0.80% | 102.05 % | 102.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'722 CHF | 256'772 CHF | 99.99% | 99.99% |
15.11.2024 | 0.80% | 101.85 % | 102.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'945 CHF | 256'995 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 102.21 % | 103.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'038 CHF | 257'088 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.06 % | 102.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'222 CHF | 257'272 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'789 CHF | 257'839 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 102.50 % | 103.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'340 CHF | 258'390 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.39 % | 103.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'403 CHF | 257'453 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.23 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'884 CHF | 256'934 CHF | 99.98% | 99.98% |