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% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'886 CHF | 253'911 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.75 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'439 CHF | 253'464 CHF | 99.90% | 99.90% |
18.11.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'434 CHF | 254'459 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'984 CHF | 254'009 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.31 % | 101.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'719 CHF | 251'720 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'699 CHF | 250'701 CHF | 99.90% | 99.90% |
12.11.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'099 CHF | 253'119 CHF | 99.97% | 99.97% |
11.11.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'345 CHF | 252'358 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.44 % | 100.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'988 CHF | 250'988 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'722 CHF | 253'747 CHF | 99.93% | 99.93% |