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% | 100.52 % | 101.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'333 CHF | 253'358 CHF | 99.91% | 99.91% |
19.11.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'397 CHF | 253'420 CHF | 99.98% | 99.98% |
18.11.2024 | 0.80% | 100.85 % | 101.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'344 CHF | 254'370 CHF | 99.97% | 99.97% |
15.11.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'154 CHF | 254'179 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'001 CHF | 253'020 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.06 % | 100.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'232 CHF | 251'232 CHF | 99.98% | 99.98% |
12.11.2024 | 0.80% | 99.14 % | 99.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'698 CHF | 250'698 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'130 CHF | 252'134 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'256 CHF | 252'265 CHF | 99.98% | 99.98% |
07.11.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'050 CHF | 254'075 CHF | 100.00% | 100.00% |