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% | 98.89 % | 99.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'016 CHF | 250'016 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'318 CHF | 250'318 CHF | 99.89% | 99.89% |
18.11.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'561 CHF | 252'573 CHF | 99.99% | 99.99% |
15.11.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'570 CHF | 254'598 CHF | 98.67% | 98.67% |
14.11.2024 | 0.80% | 102.82 % | 103.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'459 CHF | 257'510 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 102.36 % | 103.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'898 CHF | 258'961 CHF | 99.94% | 99.94% |
12.11.2024 | 0.80% | 102.35 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'483 CHF | 259'552 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 104.90 % | 105.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'484 CHF | 263'584 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 103.48 % | 104.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'854 CHF | 261'938 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 105.64 % | 106.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'906 CHF | 266'028 CHF | 100.00% | 100.00% |