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% | 100.21 % | 101.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'554 CHF | 252'566 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'709 CHF | 252'726 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'964 CHF | 252'989 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.18 % | 100.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'359 CHF | 252'363 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.95 % | 100.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'480 CHF | 251'480 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.46 % | 100.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'336 CHF | 250'336 CHF | 99.89% | 99.89% |
12.11.2024 | 0.80% | 99.07 % | 99.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'738 CHF | 249'738 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'079 CHF | 251'079 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.13 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'295 CHF | 251'295 CHF | 99.95% | 99.95% |
07.11.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'539 CHF | 252'553 CHF | 100.00% | 100.00% |