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 | 0.99% | 100.02 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'127 CHF | 252'627 CHF | 100.00% | 100.00% |
19.11.2024 | 0.99% | 100.05 % | 101.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'142 CHF | 252'642 CHF | 89.36% | 89.36% |
18.11.2024 | 0.99% | 100.07 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'156 CHF | 252'656 CHF | 99.66% | 99.66% |
15.11.2024 | 0.99% | 100.10 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'413 CHF | 252'913 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 100.28 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'518 CHF | 253'018 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 100.20 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'525 CHF | 253'025 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 100.21 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'645 CHF | 253'145 CHF | 98.71% | 98.71% |
11.11.2024 | 0.99% | 100.35 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'827 CHF | 253'327 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 100.16 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'449 CHF | 252'949 CHF | 99.83% | 99.83% |
07.11.2024 | 0.99% | 100.27 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'693 CHF | 253'193 CHF | 100.00% | 100.00% |