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 | 0.60% | 100.11 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'273 CHF | 251'773 CHF | 100.00% | 100.00% |
19.11.2024 | 0.60% | 100.10 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'265 CHF | 251'765 CHF | 89.36% | 89.36% |
18.11.2024 | 0.60% | 100.10 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'245 CHF | 251'745 CHF | 99.67% | 99.67% |
15.11.2024 | 0.60% | 100.10 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'263 CHF | 251'763 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 100.10 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'250 CHF | 251'750 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 100.09 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'208 CHF | 251'708 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 100.09 % | 100.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'216 CHF | 251'716 CHF | 98.71% | 98.71% |
11.11.2024 | 0.60% | 100.08 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'198 CHF | 251'698 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 100.07 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'183 CHF | 251'683 CHF | 99.84% | 99.84% |
07.11.2024 | 0.60% | 100.08 % | 100.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'202 CHF | 251'702 CHF | 100.00% | 100.00% |