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% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'066 CHF | 250'066 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 99.08 % | 99.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'680 CHF | 249'680 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 99.09 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'677 CHF | 249'677 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 98.90 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'648 CHF | 249'648 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'973 CHF | 249'973 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'751 CHF | 249'751 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.13 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'744 CHF | 249'744 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.11 % | 99.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'792 CHF | 249'792 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.05 % | 99.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'577 CHF | 249'577 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'406 CHF | 249'406 CHF | 100.00% | 100.00% |