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% | 99.65 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'070 CHF | 252'070 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'627 CHF | 251'627 CHF | 99.75% | 99.75% |
18.11.2024 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'285 CHF | 252'287 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'563 CHF | 252'577 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'094 CHF | 253'119 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.38 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'064 CHF | 253'089 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.28 % | 101.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'903 CHF | 252'928 CHF | 99.99% | 99.99% |
11.11.2024 | 0.80% | 100.59 % | 101.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'336 CHF | 253'361 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'909 CHF | 252'934 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'185 CHF | 253'210 CHF | 100.00% | 100.00% |