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% | 98.90 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'837 CHF | 249'837 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.87 % | 99.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'176 CHF | 249'176 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 99.38 % | 100.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'138 CHF | 250'138 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.37 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'111 CHF | 251'111 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'048 CHF | 252'054 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'521 CHF | 251'521 CHF | 99.76% | 99.76% |
12.11.2024 | 0.80% | 99.94 % | 100.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'793 CHF | 252'814 CHF | 99.98% | 99.98% |
11.11.2024 | 0.80% | 100.91 % | 101.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'250 CHF | 254'275 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'193 CHF | 253'218 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.94 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'053 CHF | 254'078 CHF | 100.00% | 100.00% |