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% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'393 CHF | 253'418 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'109 CHF | 253'134 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'030 CHF | 253'055 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'587 CHF | 252'603 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'677 CHF | 252'695 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.92 % | 100.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'018 CHF | 252'018 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'986 CHF | 251'986 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'489 CHF | 252'495 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.98 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'019 CHF | 252'019 CHF | 99.88% | 99.88% |
07.11.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'762 CHF | 251'762 CHF | 100.00% | 100.00% |