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% | 99.05 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'213 CHF | 250'213 CHF | 99.89% | 99.89% |
19.11.2024 | 0.80% | 99.09 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'304 CHF | 250'304 CHF | 99.59% | 99.59% |
18.11.2024 | 0.80% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'758 CHF | 252'781 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'460 CHF | 252'472 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'802 CHF | 252'817 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'775 CHF | 251'775 CHF | 99.81% | 99.81% |
12.11.2024 | 0.80% | 99.99 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'392 CHF | 252'395 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'621 CHF | 253'646 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'339 CHF | 253'364 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'609 CHF | 253'634 CHF | 99.97% | 99.97% |