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% | 98.77 % | 99.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'691 CHF | 249'691 CHF | 99.97% | 99.97% |
19.11.2024 | 0.81% | 99.05 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'315 CHF | 249'315 CHF | 99.97% | 99.97% |
18.11.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'753 CHF | 250'753 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'144 CHF | 251'144 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.72 % | 100.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'056 CHF | 251'056 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'428 CHF | 250'428 CHF | 99.88% | 99.88% |
12.11.2024 | 0.80% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'244 CHF | 251'244 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'221 CHF | 252'224 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'908 CHF | 251'908 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.22 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'901 CHF | 252'926 CHF | 100.00% | 100.00% |