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% | 98.42 % | 99.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'666 CHF | 249'666 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.54 % | 99.34 % | 250'000 | 210'000 | 250'000 | 249'134 | 246'692 CHF | 247'831 CHF | 99.99% | 99.99% |
18.11.2024 | 0.80% | 99.52 % | 100.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'497 CHF | 251'498 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'706 CHF | 253'726 CHF | 99.92% | 99.92% |
14.11.2024 | 0.80% | 102.77 % | 103.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'841 CHF | 257'892 CHF | 99.90% | 99.90% |
13.11.2024 | 0.80% | 102.89 % | 103.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'729 CHF | 259'800 CHF | 99.66% | 99.66% |
12.11.2024 | 0.80% | 102.65 % | 103.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'199 CHF | 259'268 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 103.71 % | 104.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'255 CHF | 261'330 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 102.70 % | 103.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'423 CHF | 259'494 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 103.72 % | 104.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'909 CHF | 260'985 CHF | 100.00% | 100.00% |