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 | 1.98% | 99.84 % | 101.84 % | 220'000 | 250'000 | 245'622 | 250'000 | 245'405 CHF | 254'776 CHF | 100.00% | 100.00% |
19.11.2024 | 1.98% | 99.80 % | 101.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'669 CHF | 254'669 CHF | 100.00% | 100.00% |
18.11.2024 | 1.98% | 99.97 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'064 CHF | 255'064 CHF | 100.00% | 100.00% |
15.11.2024 | 1.98% | 100.07 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'377 CHF | 255'377 CHF | 100.00% | 100.00% |
14.11.2024 | 1.97% | 100.40 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'921 CHF | 255'921 CHF | 100.00% | 100.00% |
13.11.2024 | 1.97% | 100.38 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'121 CHF | 256'121 CHF | 100.00% | 100.00% |
12.11.2024 | 1.97% | 100.41 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'059 CHF | 256'059 CHF | 100.00% | 100.00% |
11.11.2024 | 1.97% | 100.49 % | 102.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'219 CHF | 256'219 CHF | 100.00% | 100.00% |
08.11.2024 | 1.97% | 100.41 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'027 CHF | 256'027 CHF | 100.00% | 100.00% |
07.11.2024 | 1.97% | 100.47 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'147 CHF | 256'147 CHF | 100.00% | 100.00% |