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% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'737 CHF | 251'737 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.75 % | 100.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'405 CHF | 251'405 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'371 CHF | 252'373 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'578 CHF | 252'592 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'470 CHF | 253'495 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'252 CHF | 253'277 CHF | 99.92% | 99.92% |
12.11.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'393 CHF | 253'418 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'011 CHF | 254'036 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'208 CHF | 253'233 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.50 % | 101.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'360 CHF | 253'383 CHF | 100.00% | 100.00% |