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% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'935 CHF | 251'935 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.86 % | 100.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'568 CHF | 251'568 CHF | 99.93% | 99.93% |
18.11.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'452 CHF | 251'452 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.88 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'071 CHF | 252'071 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.08 % | 100.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'222 CHF | 252'223 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'552 CHF | 252'567 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.29 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'713 CHF | 252'732 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.34 % | 101.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'979 CHF | 253'004 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'038 CHF | 253'063 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'172 CHF | 253'197 CHF | 100.00% | 100.00% |